+331.5%
CDW vs FFIV
+126.0%
+205.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +13.1% | -4.2% | +17.3% | +15.5% |
| 30D | +19.1% | -33.9% | +53.0% | +42.6% |
| 3M | +24.7% | -22.6% | +47.3% | +37.7% |
| 6M | +63.4% | -10.4% | +73.7% | +66.9% |
| YTD | +26.3% | +24.3% | +2.0% | +8.2% |
| 1Y | +20.6% | +31.8% | -11.2% | +0.1% |
| 3Y | -16.3% | +99.5% | -115.8% | -45.9% |
| 5Y | -3.9% | +40.7% | -44.7% | -27.2% |
| 10Y | +331.5% | +126.9% | +204.6% | +133.2% |
| All | +331.5% | +126.0% | +205.5% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling