+72.6%
FERG vs CDW
-22.8%
+95.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | +0.9% |
| 7D | +3.4% | -3.9% | +7.2% | +4.8% |
| 30D | -11.5% | +6.9% | -18.4% | -14.0% |
| 3M | +1.3% | +7.7% | -6.4% | -2.8% |
| 6M | -1.0% | +18.3% | -19.3% | -11.1% |
| YTD | +3.2% | +7.8% | -4.5% | -3.8% |
| 1Y | -3.0% | -12.2% | +9.2% | -0.5% |
| 3Y | +55.0% | -28.9% | +84.0% | +70.8% |
| 5Y | +72.6% | -22.8% | +95.4% | +76.7% |
| All | +72.6% | -22.8% | +95.4% | +76.7% |
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 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