+863.2%
CDW vs BHP
+285.5%
+577.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.2% | -2.9% | +6.1% | +4.1% |
| 30D | +9.3% | +3.4% | +5.9% | +8.1% |
| 3M | +9.8% | +4.1% | +5.7% | +7.7% |
| 6M | +23.3% | +20.6% | +2.8% | +14.4% |
| YTD | +13.7% | +56.1% | -42.4% | -3.7% |
| 1Y | -6.5% | +69.6% | -76.1% | -23.0% |
| 3Y | -25.2% | +78.8% | -104.0% | -40.6% |
| 5Y | -19.5% | +113.1% | -132.5% | -41.4% |
| 10Y | +285.8% | +505.9% | -220.1% | +105.6% |
| All | +863.2% | +285.5% | +577.8% | +464.4% |
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