+283.4%
CDW vs FFIV
+216.0%
+67.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +3.2% | -1.0% | +4.1% | +3.7% |
| 30D | +9.3% | -5.1% | +14.4% | +12.0% |
| 3M | +9.8% | -4.5% | +14.2% | +11.8% |
| 6M | +23.3% | +36.5% | -13.1% | +4.8% |
| YTD | +13.7% | +53.0% | -39.3% | -9.4% |
| 1Y | -6.5% | +24.2% | -30.7% | -18.2% |
| 3Y | -25.2% | +137.2% | -162.4% | -54.0% |
| 5Y | -19.5% | +91.8% | -111.3% | -46.1% |
| All | +283.4% | +216.0% | +67.4% | +96.0% |
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