-18.9%
CDW vs BEN
+39.3%
-58.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.4% |
| 7D | +3.2% | +0.2% | +2.9% | +3.0% |
| 30D | +9.3% | -0.5% | +9.8% | +9.4% |
| 3M | +9.8% | +9.7% | +0.1% | +5.3% |
| 6M | +23.3% | +33.9% | -10.6% | +7.6% |
| YTD | +13.7% | +49.0% | -35.3% | -5.3% |
| 1Y | -6.5% | +42.1% | -48.6% | -20.8% |
| 3Y | -25.2% | +51.9% | -77.1% | -40.4% |
| All | -18.9% | +39.3% | -58.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling