-14.6%
CDW vs FFIV
+102.3%
-116.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +2.6% | -2.9% | +5.5% | +3.8% |
| 30D | +20.4% | -32.4% | +52.8% | +37.2% |
| 3M | +28.5% | -22.7% | +51.2% | +38.0% |
| 6M | +70.6% | -10.7% | +81.3% | +72.3% |
| YTD | +29.1% | +25.4% | +3.7% | +12.2% |
| 1Y | +23.8% | +34.2% | -10.4% | +4.3% |
| All | -14.6% | +102.3% | -116.9% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling