+301.5%
CDW vs BG
+107.5%
+194.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +9.1% | +1.5% | +7.6% | +8.6% |
| 30D | +13.7% | -7.0% | +20.7% | +16.2% |
| 3M | +27.0% | -10.0% | +37.0% | +30.5% |
| 6M | +75.9% | -19.8% | +95.7% | +86.7% |
| YTD | +28.9% | +14.3% | +14.6% | +21.3% |
| 1Y | +19.6% | +6.5% | +13.1% | +15.1% |
| 3Y | -14.6% | +4.4% | -19.0% | -18.9% |
| 5Y | -3.2% | +20.2% | -23.3% | -15.0% |
| All | +301.5% | +107.5% | +194.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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