-15.3%
CDW vs FTV
+39.2%
-54.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +9.3% | +3.9% | +5.4% | +6.9% |
| 30D | +14.4% | +18.7% | -4.3% | +3.7% |
| 3M | +21.4% | +10.0% | +11.4% | +14.8% |
| 6M | +72.8% | +14.6% | +58.2% | +57.5% |
| YTD | +28.0% | +23.4% | +4.6% | +10.7% |
| 1Y | +19.3% | +31.3% | -11.9% | -1.0% |
| 3Y | -15.3% | +39.8% | -55.1% | -31.8% |
| All | -15.3% | +39.2% | -54.5% | -31.8% |
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