-2.5%
CDW vs BIYA
-99.9%
+97.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +2.1% | -10.5% | +12.6% | +2.2% |
| 30D | +14.7% | -51.7% | +66.5% | +15.8% |
| 3M | +11.1% | -60.8% | +71.9% | +12.2% |
| 6M | +45.6% | -90.6% | +136.2% | +45.3% |
| YTD | +17.1% | -97.1% | +114.2% | +17.9% |
| 1Y | +13.2% | -99.1% | +112.2% | +17.6% |
| All | -2.5% | -99.9% | +97.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling