-18.9%
CDW vs FTV
+2.3%
-21.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +3.2% | -4.5% | +7.7% | +6.1% |
| 30D | +9.3% | -7.1% | +16.3% | +14.1% |
| 3M | +9.8% | -7.2% | +17.0% | +13.8% |
| 6M | +23.3% | -1.5% | +24.8% | +22.4% |
| YTD | +13.7% | +3.5% | +10.2% | +8.9% |
| 1Y | -6.5% | +20.3% | -26.8% | -19.4% |
| 3Y | -25.2% | -3.1% | -22.1% | -26.4% |
| All | -18.9% | +2.3% | -21.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling