+863.2%
CDW vs BB
-48.8%
+912.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | -5.6% | +8.8% | +4.0% |
| 30D | +9.3% | -11.8% | +21.1% | +11.1% |
| 3M | +9.8% | -25.5% | +35.3% | +13.3% |
| 6M | +23.3% | +121.3% | -97.9% | +8.8% |
| YTD | +13.7% | +103.2% | -89.5% | +1.4% |
| 1Y | -6.5% | +102.6% | -109.1% | -16.8% |
| 3Y | -25.2% | +37.5% | -62.7% | -32.8% |
| 5Y | -19.5% | -30.4% | +11.0% | -23.6% |
| 10Y | +285.8% | 0.0% | +285.8% | +194.4% |
| All | +863.2% | -48.8% | +912.0% | +625.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling