+102.5%
CFG vs CDW
-19.1%
+121.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.5% | +3.2% | -1.6% | +0.3% |
| 30D | -3.8% | +9.3% | -13.1% | -7.6% |
| 3M | +11.5% | +9.8% | +1.7% | +5.9% |
| 6M | +19.2% | +23.3% | -4.2% | +3.8% |
| YTD | +23.7% | +13.7% | +10.1% | +11.9% |
| 1Y | +38.8% | -6.5% | +45.3% | +38.8% |
| 3Y | +178.9% | -25.2% | +204.1% | +202.5% |
| All | +102.5% | -19.1% | +121.7% | +114.1% |
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