-22.8%
CDW vs FND
-61.9%
+39.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -4.0% |
| 7D | -3.9% | +0.4% | -4.2% | -3.9% |
| 30D | +6.9% | -23.6% | +30.5% | +14.2% |
| 3M | +7.7% | +4.3% | +3.4% | +5.1% |
| 6M | +18.3% | -20.3% | +38.6% | +23.1% |
| YTD | +7.8% | -21.3% | +29.1% | +12.0% |
| 1Y | -12.2% | -45.4% | +33.2% | +0.9% |
| 3Y | -28.9% | -48.9% | +19.9% | -20.6% |
| 5Y | -22.8% | -61.0% | +38.2% | -12.3% |
| All | -22.8% | -61.9% | +39.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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