+940.6%
CDW vs BLDR
+999.5%
-58.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.6% | +3.7% |
| 7D | +9.3% | -2.7% | +12.0% | +10.1% |
| 30D | +15.8% | +24.8% | -9.0% | +10.2% |
| 3M | +21.8% | -11.7% | +33.5% | +24.4% |
| 6M | +58.8% | -14.8% | +73.5% | +62.0% |
| YTD | +22.8% | -35.9% | +58.7% | +31.9% |
| 1Y | +17.9% | -39.7% | +57.6% | +28.1% |
| 3Y | -17.4% | -45.6% | +28.1% | -11.0% |
| 5Y | -5.7% | -2.5% | -3.2% | -12.7% |
| 10Y | +319.5% | +597.4% | -277.9% | +172.8% |
| All | +940.6% | +999.5% | -58.9% | +556.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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