+855.7%
MAR vs CDW
+903.1%
-47.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -4.2% | +3.2% | -7.3% | -5.5% |
| 30D | -6.7% | +9.3% | -16.0% | -10.9% |
| 3M | -12.5% | +9.8% | -22.3% | -17.8% |
| 6M | +0.6% | +23.3% | -22.8% | -13.4% |
| YTD | +9.1% | +13.7% | -4.5% | -2.7% |
| 1Y | +26.2% | -6.5% | +32.7% | +23.1% |
| 3Y | +68.2% | -25.2% | +93.4% | +79.9% |
| 5Y | +163.9% | -19.5% | +183.4% | +165.7% |
| 10Y | +420.6% | +285.8% | +134.7% | +167.8% |
| All | +855.7% | +903.1% | -47.4% | +311.4% |
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