+970.6%
CDW vs BHP
+245.8%
+724.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.5% |
| 7D | +13.1% | +3.8% | +9.3% | +11.9% |
| 30D | +19.1% | -6.5% | +25.6% | +21.4% |
| 3M | +24.7% | -8.5% | +33.2% | +27.6% |
| 6M | +63.4% | -2.2% | +65.5% | +62.5% |
| YTD | +26.3% | +40.0% | -13.7% | +10.3% |
| 1Y | +20.6% | +51.3% | -30.7% | +2.6% |
| 3Y | -16.3% | +56.5% | -72.9% | -30.8% |
| 5Y | -3.9% | +130.2% | -134.1% | -32.2% |
| 10Y | +331.5% | +336.5% | -5.0% | +147.4% |
| All | +970.6% | +245.8% | +724.8% | +546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling