+81.8%
F vs CDW
+903.1%
-821.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +5.3% | +3.2% | +2.2% | +3.8% |
| 30D | +4.6% | +9.3% | -4.7% | +0.1% |
| 3M | -3.7% | +9.8% | -13.5% | -9.0% |
| 6M | +16.8% | +23.3% | -6.5% | +1.0% |
| YTD | +15.3% | +13.7% | +1.6% | +2.9% |
| 1Y | +31.0% | -6.5% | +37.5% | +28.4% |
| 3Y | +45.4% | -25.2% | +70.7% | +55.7% |
| 5Y | +54.7% | -19.5% | +74.2% | +57.8% |
| 10Y | +98.2% | +285.8% | -187.6% | +5.7% |
| All | +81.8% | +903.1% | -821.3% | -16.1% |
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