+362.4%
CFG vs CDW
+475.1%
-112.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.5% | +3.2% | -1.6% | -0.3% |
| 30D | -3.8% | +9.3% | -13.1% | -9.2% |
| 3M | +11.5% | +9.8% | +1.7% | +3.4% |
| 6M | +19.2% | +23.3% | -4.2% | -1.3% |
| YTD | +23.7% | +13.7% | +10.1% | +7.1% |
| 1Y | +38.8% | -6.5% | +45.3% | +34.7% |
| 3Y | +178.9% | -25.2% | +204.1% | +202.3% |
| 5Y | +101.8% | -19.5% | +121.3% | +102.3% |
| 10Y | +317.3% | +285.8% | +31.5% | +78.3% |
| All | +362.4% | +475.1% | -112.7% | +67.1% |
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 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