+181.9%
FANG vs CDW
+300.6%
-118.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.1% | -4.2% |
| 7D | +2.9% | +0.9% | +2.0% | +2.0% |
| 30D | +2.6% | +13.1% | -10.4% | -4.8% |
| 3M | +7.6% | +19.7% | -12.1% | -4.8% |
| 6M | +17.3% | +30.7% | -13.4% | -4.4% |
| YTD | +38.7% | +14.7% | +24.0% | +20.9% |
| 1Y | +51.6% | -5.3% | +57.0% | +47.1% |
| 3Y | +50.0% | -23.8% | +73.8% | +58.3% |
| 5Y | +237.6% | -16.8% | +254.4% | +221.5% |
| All | +181.9% | +300.6% | -118.7% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling