+1,082.8%
MAR vs CDW
+933.5%
+149.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +4.3% | +2.1% | +2.2% | +2.9% |
| 30D | +16.8% | +14.7% | +2.1% | +9.1% |
| 3M | +16.0% | +11.1% | +4.9% | +8.6% |
| 6M | +16.5% | +45.6% | -29.1% | -6.4% |
| YTD | +35.0% | +17.1% | +17.9% | +17.3% |
| 1Y | +49.4% | +13.2% | +36.2% | +31.8% |
| 3Y | +124.1% | -22.2% | +146.3% | +132.5% |
| 5Y | +159.2% | -10.1% | +169.3% | +144.7% |
| 10Y | +553.9% | +307.0% | +247.0% | +225.1% |
| All | +1,082.8% | +933.5% | +149.3% | +396.1% |
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