+225.6%
FANG vs CDW
-17.6%
+243.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.1% | -2.6% |
| 7D | +2.9% | +0.9% | +2.0% | +2.4% |
| 30D | +2.6% | +13.1% | -10.4% | -1.9% |
| 3M | +7.6% | +19.7% | -12.1% | 0.0% |
| 6M | +17.3% | +30.7% | -13.4% | +3.7% |
| YTD | +38.7% | +14.7% | +24.0% | +28.4% |
| 1Y | +51.6% | -5.3% | +57.0% | +51.4% |
| 3Y | +50.0% | -23.8% | +73.8% | +56.2% |
| All | +225.6% | -17.6% | +243.2% | +233.6% |
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