+892.4%
CDW vs FDS
+275.4%
+617.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.9% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +14.7% | +20.2% | -5.5% | +5.0% |
| 3M | +11.1% | +19.9% | -8.8% | +1.0% |
| 6M | +45.6% | +56.2% | -10.6% | +14.9% |
| YTD | +17.1% | +14.6% | +2.5% | +6.2% |
| 1Y | +13.2% | +31.6% | -18.4% | -5.0% |
| 3Y | -22.2% | -23.8% | +1.6% | -15.0% |
| 5Y | -10.1% | -22.6% | +12.4% | -3.8% |
| 10Y | +307.0% | +139.3% | +167.6% | +143.7% |
| All | +892.4% | +275.4% | +617.0% | +447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling