+334.5%
CDW vs FTV
+90.8%
+243.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +3.2% | -4.5% | +7.7% | +6.0% |
| 30D | +9.3% | -7.1% | +16.3% | +13.9% |
| 3M | +9.8% | -7.2% | +17.0% | +13.7% |
| 6M | +23.3% | -1.5% | +24.8% | +22.7% |
| YTD | +13.7% | +3.5% | +10.2% | +9.5% |
| 1Y | -6.5% | +20.3% | -26.8% | -18.2% |
| 3Y | -25.2% | -3.1% | -22.1% | -26.1% |
| 5Y | -19.5% | +2.3% | -21.8% | -24.2% |
| 10Y | +285.8% | +76.3% | +209.5% | +185.3% |
| All | +334.5% | +90.8% | +243.7% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling