-13.1%
CDW vs FRSH
-72.5%
+59.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.2% | +7.7% | +7.8% |
| 7D | +0.9% | -6.6% | +7.5% | +2.4% |
| 30D | +13.1% | +2.1% | +11.0% | +12.5% |
| 3M | +19.7% | +29.0% | -9.3% | +13.4% |
| 6M | +30.7% | +48.6% | -17.9% | +20.7% |
| YTD | +14.7% | -2.9% | +17.6% | +13.8% |
| 1Y | -5.3% | -7.9% | +2.6% | -5.3% |
| 3Y | -23.8% | -46.5% | +22.7% | -18.7% |
| All | -13.1% | -72.5% | +59.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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