+441.9%
MAR vs CDW
+262.5%
+179.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | -0.5% | -4.2% | +3.8% | +1.4% |
| 30D | -4.7% | +4.9% | -9.5% | -7.4% |
| 3M | -15.6% | +7.3% | -22.9% | -20.1% |
| 6M | +1.2% | +19.2% | -18.0% | -12.4% |
| YTD | +7.5% | +6.2% | +1.3% | -1.7% |
| 1Y | +26.6% | -14.0% | +40.6% | +28.6% |
| 3Y | +66.0% | -30.0% | +95.9% | +83.7% |
| 5Y | +154.1% | -23.6% | +177.7% | +160.6% |
| 10Y | +441.9% | +269.4% | +172.5% | +180.5% |
| All | +441.9% | +262.5% | +179.4% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling