+26.2%
MAR vs CDW
-5.0%
+31.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -4.2% | +3.2% | -7.3% | -4.3% |
| 30D | -6.7% | +9.3% | -16.0% | -7.0% |
| 3M | -12.5% | +9.8% | -22.3% | -13.3% |
| 6M | +0.6% | +23.3% | -22.8% | -2.7% |
| YTD | +9.1% | +13.7% | -4.5% | +6.3% |
| 1Y | +26.2% | -6.5% | +32.7% | +20.6% |
| All | +26.2% | -5.0% | +31.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling