+73.2%
MAR vs CDW
-25.0%
+98.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -4.2% | +3.2% | -7.3% | -4.9% |
| 30D | -6.7% | +9.3% | -16.0% | -9.0% |
| 3M | -12.5% | +9.8% | -22.3% | -15.5% |
| 6M | +0.6% | +23.3% | -22.8% | -8.7% |
| YTD | +9.1% | +13.7% | -4.5% | +2.1% |
| 1Y | +26.2% | -6.5% | +32.7% | +27.8% |
| All | +73.2% | -25.0% | +98.2% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling