+2.2%
CDW vs FGI
-68.3%
+70.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +2.1% |
| 7D | +2.6% | +6.9% | -4.3% | +2.4% |
| 30D | +20.4% | +3.9% | +16.5% | +20.2% |
| 3M | +28.5% | +74.3% | -45.8% | +25.6% |
| 6M | +70.6% | +28.9% | +41.7% | +67.2% |
| YTD | +29.1% | +39.1% | -10.0% | +25.5% |
| 1Y | +23.8% | +49.3% | -25.6% | +20.0% |
| 3Y | -14.5% | +5.7% | -20.2% | -16.7% |
| All | +2.2% | -68.3% | +70.5% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling