-0.3%
FERG vs CDW
-13.5%
+13.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +0.9% | -4.2% | +5.1% | +1.4% |
| 30D | -15.1% | +4.9% | -19.9% | -15.7% |
| 3M | -4.8% | +7.3% | -12.1% | -6.1% |
| 6M | -2.5% | +19.2% | -21.6% | -7.7% |
| YTD | +1.8% | +6.2% | -4.4% | -0.8% |
| 1Y | -0.3% | -14.0% | +13.7% | +4.1% |
| All | -0.3% | -13.5% | +13.2% | +4.1% |
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