-18.9%
CDW vs FDS
-17.4%
-1.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.5% |
| 7D | +3.2% | -1.9% | +5.1% | +4.0% |
| 30D | +9.3% | +9.0% | +0.3% | +5.1% |
| 3M | +9.8% | +18.9% | -9.1% | +0.9% |
| 6M | +23.3% | +35.1% | -11.8% | +7.2% |
| YTD | +13.7% | +5.5% | +8.2% | +9.4% |
| 1Y | -6.5% | -16.8% | +10.3% | +0.5% |
| 3Y | -25.2% | -28.1% | +2.8% | -14.8% |
| All | -18.9% | -17.4% | -1.5% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling