-28.9%
CDW vs BR
-4.7%
-24.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.7% | -4.0% |
| 7D | -3.9% | -5.9% | +2.1% | -1.0% |
| 30D | +6.9% | +1.9% | +5.0% | +5.8% |
| 3M | +7.7% | +14.7% | -7.0% | +1.0% |
| 6M | +18.3% | -12.8% | +31.1% | +24.3% |
| YTD | +7.8% | -23.0% | +30.8% | +19.4% |
| 1Y | -12.2% | -31.7% | +19.5% | +2.6% |
| 3Y | -28.9% | -4.8% | -24.2% | -31.9% |
| All | -28.9% | -4.7% | -24.2% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling