-23.6%
CDW vs BR
+7.6%
-31.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -4.2% | -5.0% | +0.8% | -1.5% |
| 30D | +4.9% | -2.5% | +7.3% | +6.2% |
| 3M | +7.3% | +13.5% | -6.2% | +0.1% |
| 6M | +19.2% | -9.4% | +28.6% | +24.9% |
| YTD | +6.2% | -23.3% | +29.5% | +21.2% |
| 1Y | -14.0% | -31.6% | +17.6% | +4.3% |
| 3Y | -30.0% | -5.1% | -24.9% | -31.5% |
| 5Y | -23.6% | +8.2% | -31.8% | -34.9% |
| All | -23.6% | +7.6% | -31.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling