+21.5%
CDW vs FFIV
+33.5%
-12.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.8% |
| 7D | +3.7% | -9.8% | +13.5% | +6.9% |
| 30D | +26.0% | -28.1% | +54.1% | +36.7% |
| 3M | +10.1% | -20.0% | +30.1% | +14.3% |
| 6M | +26.1% | -0.1% | +26.1% | +20.3% |
| YTD | +25.9% | +29.2% | -3.3% | +8.8% |
| 1Y | +21.5% | +36.6% | -15.0% | +1.8% |
| All | +21.5% | +33.5% | -12.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling