+940.6%
CDW vs BHP
+253.2%
+687.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +3.8% |
| 7D | +9.3% | +3.5% | +5.8% | +8.3% |
| 30D | +15.8% | -4.5% | +20.3% | +17.3% |
| 3M | +21.8% | -6.4% | +28.1% | +23.7% |
| 6M | +58.8% | -0.1% | +58.8% | +57.0% |
| YTD | +22.8% | +43.0% | -20.2% | +6.5% |
| 1Y | +17.9% | +56.5% | -38.6% | -0.7% |
| 3Y | -17.4% | +62.0% | -79.5% | -32.5% |
| 5Y | -5.7% | +130.4% | -136.1% | -33.4% |
| 10Y | +319.5% | +349.1% | -29.6% | +138.8% |
| All | +940.6% | +253.2% | +687.3% | +524.1% |
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