+994.1%
CDW vs BTG
+238.4%
+755.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.5% |
| 30D | +20.4% | -1.1% | +21.5% | +20.4% |
| 3M | +28.5% | +2.5% | +25.9% | +28.4% |
| 6M | +70.6% | -3.1% | +73.7% | +70.7% |
| YTD | +29.1% | +16.3% | +12.8% | +28.5% |
| 1Y | +23.8% | +27.6% | -3.8% | +23.0% |
| 3Y | -14.5% | +89.5% | -104.0% | -16.1% |
| 5Y | -1.6% | +33.6% | -35.1% | -3.3% |
| 10Y | +322.0% | +178.2% | +143.8% | +322.3% |
| All | +994.1% | +238.4% | +755.7% | +1,065.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling