+694.3%
FANG vs CDW
+851.1%
-156.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +2.8% |
| 7D | -1.7% | -3.9% | +2.1% | 0.0% |
| 30D | +6.8% | +6.9% | -0.1% | +2.4% |
| 3M | +1.3% | +7.7% | -6.4% | -4.6% |
| 6M | +11.8% | +18.3% | -6.5% | -2.6% |
| YTD | +35.1% | +7.8% | +27.3% | +22.8% |
| 1Y | +48.9% | -12.2% | +61.1% | +50.5% |
| 3Y | +42.8% | -28.9% | +71.8% | +56.1% |
| 5Y | +230.3% | -22.8% | +253.1% | +231.5% |
| 10Y | +167.0% | +266.1% | -99.0% | +39.3% |
| All | +694.3% | +851.1% | -156.8% | +243.3% |
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