+298.9%
CDW vs MKTX
+12.8%
+286.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | +0.2% | +9.1% | +9.3% |
| 30D | +14.4% | +0.9% | +13.4% | +14.1% |
| 3M | +21.4% | +2.6% | +18.8% | +20.8% |
| 6M | +72.8% | +20.4% | +52.4% | +64.8% |
| YTD | +28.0% | -7.1% | +35.1% | +29.0% |
| 1Y | +19.3% | -2.8% | +22.1% | +19.0% |
| 3Y | -15.3% | -21.7% | +6.4% | -14.2% |
| 5Y | -3.8% | -54.5% | +50.7% | +8.9% |
| All | +298.9% | +12.8% | +286.1% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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