+208.5%
CFG vs CDW
+312.7%
-104.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +3.2% | +9.3% | -6.1% | -1.7% |
| 30D | +5.1% | +14.4% | -9.2% | -3.1% |
| 3M | -11.2% | +21.4% | -32.7% | -22.0% |
| 6M | +9.6% | +72.8% | -63.2% | -24.7% |
| YTD | +15.0% | +28.0% | -13.1% | -8.7% |
| 1Y | +29.9% | +19.3% | +10.5% | +8.0% |
| 3Y | +192.1% | -15.3% | +207.4% | +191.3% |
| 5Y | +62.3% | -3.8% | +66.1% | +43.5% |
| All | +208.5% | +312.7% | -104.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling