+331.5%
CDW vs BB
+28.9%
+302.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.0% |
| 7D | +13.1% | +11.6% | +1.5% | +11.3% |
| 30D | +19.1% | +2.6% | +16.5% | +18.4% |
| 3M | +24.7% | +3.5% | +21.2% | +23.3% |
| 6M | +63.4% | +43.5% | +19.9% | +51.8% |
| YTD | +26.3% | +141.2% | -114.8% | +7.3% |
| 1Y | +20.6% | +97.4% | -76.8% | +5.5% |
| 3Y | -16.3% | +151.1% | -167.4% | -32.5% |
| 5Y | -3.9% | -12.8% | +8.9% | -12.4% |
| 10Y | +331.5% | +27.5% | +304.0% | +186.6% |
| All | +331.5% | +28.9% | +302.6% | +186.6% |
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