-15.3%
CDW vs BB
+147.9%
-163.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.3% |
| 7D | +9.3% | +1.8% | +7.5% | +9.0% |
| 30D | +14.4% | +8.1% | +6.2% | +12.8% |
| 3M | +21.4% | -1.0% | +22.4% | +20.8% |
| 6M | +72.8% | +45.9% | +26.9% | +61.1% |
| YTD | +28.0% | +134.8% | -106.8% | +9.9% |
| 1Y | +19.3% | +104.6% | -85.2% | +4.4% |
| 3Y | -15.3% | +152.8% | -168.1% | -33.4% |
| All | -15.3% | +147.9% | -163.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling