+369.4%
CDW vs FTV
+124.8%
+244.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.2% |
| 7D | +9.3% | +0.4% | +8.9% | +9.3% |
| 30D | +15.8% | +17.2% | -1.4% | +5.4% |
| 3M | +21.8% | +8.9% | +12.9% | +15.7% |
| 6M | +58.8% | +11.3% | +47.5% | +47.3% |
| YTD | +22.8% | +21.9% | +0.8% | +7.3% |
| 1Y | +17.9% | +31.6% | -13.6% | -1.7% |
| 3Y | -17.4% | +38.1% | -55.5% | -33.9% |
| 5Y | -5.7% | +15.7% | -21.4% | -17.5% |
| 10Y | +319.5% | +107.5% | +212.0% | +181.1% |
| All | +369.4% | +124.8% | +244.5% | +207.6% |
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