-34.4%
CDW vs BTSG
+421.3%
-455.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.2% | -5.6% |
| 7D | -3.9% | +5.7% | -9.6% | -4.6% |
| 30D | +6.9% | +0.2% | +6.7% | +6.8% |
| 3M | +7.7% | +5.6% | +2.0% | +5.7% |
| 6M | +18.3% | +50.8% | -32.5% | +7.9% |
| YTD | +7.8% | +67.0% | -59.3% | -4.1% |
| 1Y | -12.2% | +145.5% | -157.7% | -28.0% |
| All | -34.4% | +421.3% | -455.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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