-6.5%
CDW vs FGI
+81.8%
-88.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.2% |
| 7D | +3.2% | +0.5% | +2.6% | +3.1% |
| 30D | +9.3% | +65.4% | -56.1% | +6.5% |
| 3M | +9.8% | +23.5% | -13.7% | +7.4% |
| 6M | +23.3% | +60.5% | -37.2% | +18.7% |
| YTD | +13.7% | +30.0% | -16.3% | +9.8% |
| 1Y | -6.5% | +82.1% | -88.5% | -11.2% |
| All | -6.5% | +81.8% | -88.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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