+121.2%
FE vs CDW
+903.1%
-781.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.9% | +3.2% | -1.2% | +1.3% |
| 30D | -1.2% | +9.3% | -10.4% | -3.1% |
| 3M | +3.5% | +9.8% | -6.3% | +0.9% |
| 6M | -6.1% | +23.3% | -29.4% | -11.7% |
| YTD | +7.6% | +13.7% | -6.0% | +2.6% |
| 1Y | +11.9% | -6.5% | +18.4% | +11.2% |
| 3Y | +48.4% | -25.2% | +73.7% | +52.1% |
| 5Y | +44.8% | -19.5% | +64.3% | +42.6% |
| 10Y | +115.9% | +285.8% | -169.9% | +45.9% |
| All | +121.2% | +903.1% | -781.9% | +36.2% |
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