+62.0%
CFG vs CDW
-10.5%
+72.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -0.9% | +2.1% | -3.0% | -1.9% |
| 30D | +1.1% | +14.7% | -13.7% | -4.5% |
| 3M | -12.0% | +11.1% | -23.1% | -16.6% |
| 6M | -2.2% | +45.6% | -47.8% | -19.5% |
| YTD | +11.4% | +17.1% | -5.7% | -1.1% |
| 1Y | +27.8% | +13.2% | +14.7% | +15.5% |
| 3Y | +173.3% | -22.2% | +195.5% | +188.8% |
| All | +62.0% | -10.5% | +72.5% | +47.0% |
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