+156.4%
MAR vs CDW
-22.8%
+179.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -0.5% |
| 7D | -1.7% | -3.9% | +2.2% | -0.4% |
| 30D | -6.9% | +6.9% | -13.8% | -9.5% |
| 3M | -15.8% | +7.7% | -23.5% | -19.4% |
| 6M | +1.9% | +18.3% | -16.4% | -9.1% |
| YTD | +6.6% | +7.8% | -1.1% | -1.1% |
| 1Y | +23.7% | -12.2% | +35.8% | +26.2% |
| 3Y | +64.6% | -28.9% | +93.5% | +81.5% |
| 5Y | +156.4% | -22.8% | +179.1% | +166.6% |
| All | +156.4% | -22.8% | +179.1% | +166.6% |
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 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