+265.0%
CDW vs BR
+190.5%
+74.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -7.4% | -6.0% | -1.4% | -3.9% |
| 30D | +5.8% | -0.9% | +6.7% | +6.3% |
| 3M | +10.8% | +16.4% | -5.6% | +1.0% |
| 6M | +21.5% | -8.2% | +29.7% | +27.0% |
| YTD | +6.4% | -23.2% | +29.6% | +23.0% |
| 1Y | -14.8% | -30.9% | +16.1% | +4.7% |
| 3Y | -29.9% | -5.0% | -24.9% | -30.7% |
| 5Y | -22.9% | +8.8% | -31.6% | -31.5% |
| All | +265.0% | +190.5% | +74.5% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling