+892.4%
CDW vs FFIV
+351.8%
+540.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.1% | -8.1% | +10.2% | +5.8% |
| 30D | +14.7% | -33.4% | +48.1% | +34.3% |
| 3M | +11.1% | -24.7% | +35.9% | +23.0% |
| 6M | +45.6% | -8.8% | +54.4% | +47.6% |
| YTD | +17.1% | +21.8% | -4.7% | +3.5% |
| 1Y | +13.2% | +25.3% | -12.1% | -1.3% |
| 3Y | -22.2% | +101.2% | -123.3% | -46.3% |
| 5Y | -10.1% | +40.2% | -50.3% | -28.7% |
| 10Y | +307.0% | +129.0% | +178.0% | +153.8% |
| All | +892.4% | +351.8% | +540.6% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling