+269.4%
CDW vs FTV
+78.2%
+191.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -0.7% |
| 7D | -4.2% | -1.3% | -3.0% | -3.4% |
| 30D | +4.9% | -9.5% | +14.4% | +11.3% |
| 3M | +7.3% | -10.9% | +18.2% | +14.1% |
| 6M | +19.2% | -0.6% | +19.8% | +17.8% |
| YTD | +6.2% | +1.4% | +4.8% | +3.6% |
| 1Y | -14.0% | +17.6% | -31.7% | -23.8% |
| 3Y | -30.0% | -3.3% | -26.7% | -30.8% |
| 5Y | -23.6% | -0.1% | -23.4% | -27.0% |
| 10Y | +269.4% | +82.5% | +186.9% | +175.3% |
| All | +269.4% | +78.2% | +191.2% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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