+63.4%
CFG vs CDW
-1.8%
+65.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.8% |
| 30D | +3.1% | +20.4% | -17.3% | -4.3% |
| 3M | -9.7% | +28.5% | -38.2% | -19.0% |
| 6M | +6.7% | +70.6% | -63.9% | -17.6% |
| YTD | +15.2% | +29.1% | -13.9% | -1.4% |
| 1Y | +28.8% | +23.8% | +5.0% | +12.7% |
| 3Y | +190.1% | -14.5% | +204.5% | +196.2% |
| 5Y | +63.4% | -1.6% | +65.0% | +45.1% |
| All | +63.4% | -1.8% | +65.1% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling