+266.1%
CDW vs BB
+3.3%
+262.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -5.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | +6.9% | -12.4% | +19.3% | +9.0% |
| 3M | +7.7% | -15.3% | +23.0% | +9.3% |
| 6M | +18.3% | +128.8% | -110.5% | +1.9% |
| YTD | +7.8% | +107.7% | -99.9% | -5.9% |
| 1Y | -12.2% | +103.9% | -116.1% | -23.4% |
| 3Y | -28.9% | +72.6% | -101.5% | -39.3% |
| 5Y | -22.8% | -24.3% | +1.5% | -27.9% |
| 10Y | +266.1% | +3.1% | +262.9% | +144.7% |
| All | +266.1% | +3.3% | +262.8% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling