+122.8%
FE vs CDW
+942.7%
-819.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +6.0% | +1.0% |
| 7D | +0.6% | -4.1% | +4.7% | +1.1% |
| 30D | +6.4% | +16.7% | -10.3% | +2.9% |
| 3M | -0.5% | +13.6% | -14.1% | -3.6% |
| 6M | +4.7% | +17.0% | -12.3% | -0.6% |
| YTD | +8.4% | +18.1% | -9.8% | +2.0% |
| 1Y | +7.2% | +10.5% | -3.2% | +2.4% |
| 3Y | +44.9% | -20.9% | +65.8% | +46.0% |
| 5Y | +46.3% | -9.3% | +55.6% | +39.2% |
| 10Y | +110.3% | +310.6% | -200.3% | +39.7% |
| All | +122.8% | +942.7% | -819.9% | +35.4% |
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