+158.0%
MAR vs CDW
-10.5%
+168.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +4.3% | +2.1% | +2.2% | +3.2% |
| 30D | +16.8% | +14.7% | +2.1% | +10.8% |
| 3M | +16.0% | +11.1% | +4.9% | +10.3% |
| 6M | +16.5% | +45.6% | -29.1% | -3.2% |
| YTD | +35.0% | +17.1% | +17.9% | +20.5% |
| 1Y | +49.4% | +13.2% | +36.2% | +35.3% |
| 3Y | +124.1% | -22.2% | +146.3% | +137.3% |
| All | +158.0% | -10.5% | +168.4% | +129.3% |
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