+226.1%
CDW vs FND
+68.8%
+157.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +2.6% | -4.4% | +7.0% | +3.8% |
| 30D | +20.4% | +14.5% | +5.9% | +16.4% |
| 3M | +28.5% | -15.6% | +44.1% | +33.9% |
| 6M | +70.6% | +4.7% | +65.9% | +66.3% |
| YTD | +29.1% | -16.1% | +45.2% | +31.7% |
| 1Y | +23.8% | -16.0% | +39.8% | +26.0% |
| 3Y | -14.5% | -35.5% | +21.0% | -10.1% |
| 5Y | -1.6% | -60.5% | +58.9% | +12.3% |
| All | +226.1% | +68.8% | +157.3% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling