+5.1%
FE vs CDW
+16.9%
-11.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | +0.5% |
| 7D | -1.1% | +9.3% | -10.5% | -1.0% |
| 30D | +4.6% | +15.8% | -11.2% | +5.0% |
| 3M | -0.8% | +21.8% | -22.6% | -0.2% |
| 6M | +7.3% | +58.8% | -51.5% | +8.7% |
| YTD | +8.3% | +22.8% | -14.4% | +8.5% |
| All | +5.1% | +16.9% | -11.8% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling