-22.8%
CDW vs BHP
+121.9%
-144.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.6% |
| 7D | -3.9% | +1.3% | -5.1% | -4.2% |
| 30D | +6.9% | +4.0% | +2.9% | +5.9% |
| 3M | +7.7% | +12.3% | -4.6% | +4.4% |
| 6M | +18.3% | +30.8% | -12.5% | +9.5% |
| YTD | +7.8% | +58.8% | -51.0% | -6.4% |
| 1Y | -12.2% | +76.8% | -89.0% | -26.2% |
| 3Y | -28.9% | +87.5% | -116.4% | -42.5% |
| 5Y | -22.8% | +123.9% | -146.7% | -41.0% |
| All | -22.8% | +121.9% | -144.7% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling