-1.6%
CDW vs BR
+18.1%
-19.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.6% | +1.9% | +0.7% | +1.4% |
| 30D | +20.4% | +15.9% | +4.5% | +11.1% |
| 3M | +28.5% | +13.7% | +14.8% | +19.5% |
| 6M | +70.6% | +31.0% | +39.6% | +47.1% |
| YTD | +29.1% | -12.0% | +41.1% | +36.7% |
| 1Y | +23.8% | -11.5% | +35.3% | +30.6% |
| 3Y | -14.5% | +14.9% | -29.4% | -25.2% |
| 5Y | -1.6% | +20.1% | -21.7% | -19.9% |
| All | -1.6% | +18.1% | -19.6% | -19.9% |
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