-22.2%
CDW vs BB
+132.4%
-154.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.5% |
| 7D | +2.1% | +3.8% | -1.7% | +1.6% |
| 30D | +14.7% | -0.3% | +15.1% | +14.5% |
| 3M | +11.1% | -0.5% | +11.6% | +10.5% |
| 6M | +45.6% | +45.9% | -0.3% | +35.8% |
| YTD | +17.1% | +130.6% | -113.5% | +0.9% |
| 1Y | +13.2% | +89.2% | -76.0% | +0.3% |
| 3Y | -22.2% | +137.5% | -159.7% | -37.8% |
| All | -22.2% | +132.4% | -154.6% | -37.8% |
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