-16.4%
CDW vs BG
+4.1%
-20.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +13.1% | +5.0% | +8.1% | +12.1% |
| 30D | +19.1% | -3.2% | +22.3% | +19.7% |
| 3M | +24.7% | -11.2% | +35.9% | +26.8% |
| 6M | +63.4% | -19.4% | +82.8% | +69.3% |
| YTD | +26.3% | +13.6% | +12.7% | +21.2% |
| 1Y | +20.6% | +7.3% | +13.3% | +17.2% |
| All | -16.4% | +4.1% | -20.6% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling