-18.4%
CDW vs FRSH
-72.0%
+53.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.2% | -4.1% |
| 7D | -3.9% | -10.1% | +6.2% | -1.7% |
| 30D | +6.9% | +2.2% | +4.7% | +6.3% |
| 3M | +7.7% | +28.6% | -20.9% | +2.0% |
| 6M | +18.3% | +40.2% | -21.9% | +10.4% |
| YTD | +7.8% | -1.2% | +9.0% | +6.5% |
| 1Y | -12.2% | -7.9% | -4.3% | -12.2% |
| 3Y | -28.9% | -44.7% | +15.8% | -24.7% |
| All | -18.4% | -72.0% | +53.6% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling