+293.7%
CDW vs BTG
+159.3%
+134.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.5% | +7.8% |
| 7D | +0.9% | -3.8% | +4.7% | +1.0% |
| 30D | +13.1% | +3.6% | +9.4% | +13.0% |
| 3M | +19.7% | +32.0% | -12.4% | +18.6% |
| 6M | +30.7% | +3.4% | +27.4% | +30.6% |
| YTD | +14.7% | +20.8% | -6.1% | +13.5% |
| 1Y | -5.3% | +22.4% | -27.7% | -6.5% |
| 3Y | -23.8% | +91.7% | -115.6% | -26.9% |
| 5Y | -16.8% | +79.0% | -95.8% | -20.2% |
| All | +293.7% | +159.3% | +134.4% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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