-25.1%
CDW vs FTV
-0.9%
-24.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +3.2% | -4.5% | +7.7% | +5.8% |
| 30D | +9.3% | -7.1% | +16.3% | +13.6% |
| 3M | +9.8% | -7.2% | +17.0% | +13.3% |
| 6M | +23.3% | -1.5% | +24.8% | +22.2% |
| YTD | +13.7% | +3.5% | +10.2% | +9.0% |
| 1Y | -6.5% | +20.3% | -26.8% | -18.8% |
| All | -25.1% | -0.9% | -24.2% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling