+237.6%
CFG vs CDW
+303.2%
-65.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.9% | +2.1% | -3.0% | -2.5% |
| 30D | +1.1% | +14.7% | -13.7% | -7.2% |
| 3M | -12.0% | +11.1% | -23.1% | -19.0% |
| 6M | -2.2% | +45.6% | -47.8% | -25.9% |
| YTD | +11.4% | +17.1% | -5.7% | -7.0% |
| 1Y | +27.8% | +13.2% | +14.7% | +9.0% |
| 3Y | +173.3% | -22.2% | +195.5% | +185.2% |
| 5Y | +62.4% | -10.1% | +72.6% | +48.5% |
| All | +237.6% | +303.2% | -65.6% | +42.4% |
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