+102.2%
FE vs CDW
+303.2%
-201.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -1.0% | +2.1% | -3.1% | -1.6% |
| 30D | +4.1% | +14.7% | -10.6% | +1.1% |
| 3M | -1.0% | +11.1% | -12.1% | -3.7% |
| 6M | +4.0% | +45.6% | -41.6% | -5.3% |
| YTD | +6.8% | +17.1% | -10.3% | +0.7% |
| 1Y | +5.3% | +13.2% | -7.9% | 0.0% |
| 3Y | +44.6% | -22.2% | +66.8% | +46.5% |
| 5Y | +44.2% | -10.1% | +54.3% | +36.9% |
| All | +102.2% | +303.2% | -201.0% | +44.8% |
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