-10.0%
CDW vs FGI
-70.4%
+60.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.2% |
| 7D | +3.2% | +0.5% | +2.6% | +3.2% |
| 30D | +9.3% | +65.4% | -56.1% | +7.1% |
| 3M | +9.8% | +23.5% | -13.7% | +7.9% |
| 6M | +23.3% | +60.5% | -37.2% | +19.9% |
| YTD | +13.7% | +30.0% | -16.3% | +10.8% |
| 1Y | -6.5% | +82.1% | -88.5% | -9.9% |
| 3Y | -25.2% | -4.4% | -20.9% | -27.0% |
| All | -10.0% | -70.4% | +60.4% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling