+863.2%
CDW vs BG
+140.6%
+722.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +3.2% | +2.8% | +0.4% | +2.3% |
| 30D | +9.3% | +12.0% | -2.8% | +5.4% |
| 3M | +9.8% | -7.7% | +17.5% | +11.8% |
| 6M | +23.3% | +4.5% | +18.8% | +21.0% |
| YTD | +13.7% | +35.7% | -22.0% | +2.6% |
| 1Y | -6.5% | +50.1% | -56.6% | -18.6% |
| 3Y | -25.2% | +12.6% | -37.8% | -30.0% |
| 5Y | -19.5% | +75.4% | -94.9% | -36.1% |
| 10Y | +285.8% | +150.5% | +135.3% | +146.4% |
| All | +863.2% | +140.6% | +722.7% | +552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling