-12.2%
CDW vs FTV
+19.1%
-31.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.9% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | +6.9% | -8.3% | +15.2% | +10.7% |
| 3M | +7.7% | -7.4% | +15.1% | +10.0% |
| 6M | +18.3% | -1.2% | +19.5% | +16.0% |
| YTD | +7.8% | +2.7% | +5.1% | +2.9% |
| 1Y | -12.2% | +18.4% | -30.6% | -19.7% |
| All | -12.2% | +19.1% | -31.3% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling