-15.3%
CDW vs FDS
-23.3%
+8.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +9.3% | +1.5% | +7.9% | +8.8% |
| 30D | +14.4% | +14.8% | -0.5% | +8.9% |
| 3M | +21.4% | +16.3% | +5.1% | +14.8% |
| 6M | +72.8% | +66.2% | +6.6% | +43.8% |
| YTD | +28.0% | +16.2% | +11.8% | +19.5% |
| 1Y | +19.3% | +21.8% | -2.5% | +9.1% |
| 3Y | -15.3% | -23.9% | +8.6% | -8.1% |
| All | -15.3% | -23.3% | +8.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling