-6.4%
CDW vs FGI
-70.3%
+63.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -4.1% | -11.6% | +7.5% | -3.9% |
| 30D | +16.7% | -3.3% | +20.0% | +16.8% |
| 3M | +13.6% | +65.6% | -52.0% | +11.2% |
| 6M | +17.0% | -2.8% | +19.8% | +15.2% |
| YTD | +18.1% | +30.1% | -12.0% | +15.0% |
| 1Y | +10.5% | +50.2% | -39.7% | +7.1% |
| 3Y | -20.9% | -0.4% | -20.5% | -22.9% |
| All | -6.4% | -70.3% | +63.9% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling