+863.2%
CDW vs BR
+748.8%
+114.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.9% |
| 7D | +3.2% | -5.3% | +8.5% | +6.4% |
| 30D | +9.3% | +6.4% | +2.8% | +5.2% |
| 3M | +9.8% | +13.6% | -3.8% | +1.7% |
| 6M | +23.3% | -6.7% | +30.0% | +27.4% |
| YTD | +13.7% | -21.1% | +34.7% | +28.8% |
| 1Y | -6.5% | -29.6% | +23.1% | +12.8% |
| 3Y | -25.2% | -2.4% | -22.9% | -27.0% |
| 5Y | -19.5% | +11.2% | -30.7% | -28.8% |
| 10Y | +285.8% | +191.8% | +94.0% | +99.6% |
| All | +863.2% | +748.8% | +114.4% | +302.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling