+73.1%
MA vs CDW
-19.1%
+92.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.7% | +3.2% | -5.9% | -3.7% |
| 30D | +1.5% | +9.3% | -7.8% | -1.5% |
| 3M | +20.4% | +9.8% | +10.6% | +15.8% |
| 6M | +11.1% | +23.3% | -12.2% | +0.8% |
| YTD | +2.0% | +13.7% | -11.7% | -5.1% |
| 1Y | -2.2% | -6.5% | +4.3% | -2.1% |
| 3Y | +41.9% | -25.2% | +67.1% | +49.1% |
| All | +73.1% | -19.1% | +92.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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