+48.6%
FE vs CDW
-9.4%
+58.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | 0.0% | +2.1% | -2.1% | -0.3% |
| 30D | +5.2% | +14.7% | -9.6% | +4.0% |
| 3M | 0.0% | +11.1% | -11.1% | -1.1% |
| 6M | +5.0% | +45.6% | -40.5% | +1.0% |
| YTD | +7.9% | +17.1% | -9.2% | +5.4% |
| 1Y | +6.3% | +13.2% | -6.8% | +4.3% |
| 3Y | +46.0% | -22.2% | +68.2% | +48.1% |
| All | +48.6% | -9.4% | +58.0% | +38.9% |
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