+293.7%
CDW vs BG
+166.7%
+127.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.6% | +8.4% |
| 7D | +0.9% | +3.1% | -2.2% | -0.2% |
| 30D | +13.1% | +10.2% | +2.8% | +9.3% |
| 3M | +19.7% | -1.7% | +21.3% | +19.4% |
| 6M | +30.7% | +1.0% | +29.7% | +29.4% |
| YTD | +14.7% | +39.9% | -25.2% | +1.9% |
| 1Y | -5.3% | +53.2% | -58.5% | -18.8% |
| 3Y | -23.8% | +16.3% | -40.1% | -29.6% |
| 5Y | -16.8% | +83.9% | -100.7% | -36.2% |
| All | +293.7% | +166.7% | +127.0% | +140.7% |
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