+320.3%
CFG vs CDW
+497.7%
-177.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | +0.1% |
| 7D | -2.2% | -4.1% | +2.0% | -0.6% |
| 30D | +0.4% | +16.7% | -16.4% | -8.5% |
| 3M | -12.6% | +13.6% | -26.2% | -20.4% |
| 6M | +0.6% | +17.0% | -16.4% | -14.5% |
| YTD | +12.4% | +18.1% | -5.7% | -6.1% |
| 1Y | +27.7% | +10.5% | +17.2% | +11.1% |
| 3Y | +172.4% | -20.9% | +193.3% | +180.9% |
| 5Y | +64.0% | -9.3% | +73.3% | +50.4% |
| 10Y | +252.8% | +310.6% | -57.7% | +44.0% |
| All | +320.3% | +497.7% | -177.4% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling