+28.0%
CFG vs CDW
+16.9%
+11.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +2.5% |
| 7D | +0.3% | +9.3% | -9.0% | -0.5% |
| 30D | +3.2% | +15.8% | -12.6% | +2.0% |
| 3M | -9.7% | +21.8% | -31.5% | -11.1% |
| 6M | +3.6% | +58.8% | -55.1% | -1.4% |
| YTD | +14.7% | +22.8% | -8.1% | +12.5% |
| All | +28.0% | +16.9% | +11.0% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling