+863.2%
CDW vs BIDU
+4.7%
+858.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.7% |
| 7D | +3.2% | +2.4% | +0.8% | +2.7% |
| 30D | +9.3% | -10.5% | +19.8% | +11.1% |
| 3M | +9.8% | -26.2% | +36.0% | +15.0% |
| 6M | +23.3% | -16.4% | +39.7% | +25.1% |
| YTD | +13.7% | -23.9% | +37.5% | +16.5% |
| 1Y | -6.5% | +1.3% | -7.8% | -9.9% |
| 3Y | -25.2% | -32.1% | +6.8% | -24.5% |
| 5Y | -19.5% | -39.0% | +19.5% | -21.8% |
| 10Y | +285.8% | -44.0% | +329.9% | +239.2% |
| All | +863.2% | +4.7% | +858.5% | +530.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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