-29.5%
CDW vs BTG
+99.9%
-129.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.5% |
| 7D | -4.2% | +2.4% | -6.6% | -4.2% |
| 30D | +4.9% | +9.5% | -4.6% | +5.0% |
| 3M | +7.3% | +38.5% | -31.2% | +7.7% |
| 6M | +19.2% | +5.6% | +13.5% | +20.7% |
| YTD | +6.2% | +23.9% | -17.7% | +6.3% |
| 1Y | -14.0% | +32.1% | -46.1% | -14.4% |
| All | -29.5% | +99.9% | -129.4% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling