+863.2%
CDW vs BTG
+265.2%
+598.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | +3.2% | -0.9% | +4.1% | +3.2% |
| 30D | +9.3% | +36.8% | -27.5% | +8.8% |
| 3M | +9.8% | +23.1% | -13.3% | +9.5% |
| 6M | +23.3% | +3.5% | +19.9% | +23.4% |
| YTD | +13.7% | +25.5% | -11.8% | +13.1% |
| 1Y | -6.5% | +40.1% | -46.6% | -7.2% |
| 3Y | -25.2% | +101.1% | -126.4% | -26.7% |
| 5Y | -19.5% | +70.6% | -90.1% | -21.0% |
| 10Y | +285.8% | +152.1% | +133.7% | +285.3% |
| All | +863.2% | +265.2% | +598.0% | +925.6% |
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