-16.3%
CDW vs MKTX
-60.5%
+44.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | +13.1% | +0.7% | +12.3% | +12.9% |
| 3M | +19.7% | +40.8% | -21.1% | +13.0% |
| 6M | +30.7% | -8.0% | +38.7% | +32.1% |
| YTD | +14.7% | -8.7% | +23.4% | +15.9% |
| 1Y | -5.3% | -11.8% | +6.5% | -3.9% |
| 3Y | -23.8% | -24.0% | +0.2% | -23.2% |
| All | -16.3% | -60.5% | +44.2% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling