+1,084.8%
MAR vs CDW
+983.6%
+101.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.7% | -1.9% |
| 7D | +0.2% | +9.3% | -9.1% | -4.0% |
| 30D | +14.0% | +15.8% | -1.8% | +6.1% |
| 3M | +18.1% | +21.8% | -3.7% | +6.2% |
| 6M | +18.6% | +58.8% | -40.2% | -8.3% |
| YTD | +35.3% | +22.8% | +12.5% | +15.1% |
| 1Y | +44.5% | +17.9% | +26.6% | +25.3% |
| 3Y | +120.7% | -17.4% | +138.1% | +122.9% |
| 5Y | +164.1% | -5.7% | +169.8% | +144.2% |
| 10Y | +515.5% | +319.5% | +196.0% | +201.5% |
| All | +1,084.8% | +983.6% | +101.2% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling