+269.4%
CDW vs BHP
+503.2%
-233.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.6% |
| 7D | -4.2% | +0.9% | -5.1% | -4.6% |
| 30D | +4.9% | +4.0% | +0.8% | +3.3% |
| 3M | +7.3% | +11.3% | -4.0% | +2.5% |
| 6M | +19.2% | +29.3% | -10.1% | +6.6% |
| YTD | +6.2% | +59.2% | -53.0% | -13.1% |
| 1Y | -14.0% | +80.8% | -94.9% | -33.1% |
| 3Y | -30.0% | +88.0% | -118.0% | -47.6% |
| 5Y | -23.6% | +126.6% | -150.2% | -49.4% |
| 10Y | +269.4% | +515.7% | -246.4% | +69.7% |
| All | +269.4% | +503.2% | -233.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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