+494.0%
FERG vs CDW
+903.1%
-409.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | 0.0% | +3.2% | -3.2% | -0.6% |
| 30D | -10.2% | +9.3% | -19.5% | -11.8% |
| 3M | -0.6% | +9.8% | -10.4% | -2.9% |
| 6M | -6.5% | +23.3% | -29.9% | -11.6% |
| YTD | +4.2% | +13.7% | -9.5% | -0.1% |
| 1Y | -2.3% | -6.5% | +4.2% | -2.7% |
| 3Y | +48.5% | -25.2% | +73.7% | +53.0% |
| 5Y | +72.0% | -19.5% | +91.5% | +72.9% |
| 10Y | +369.9% | +285.8% | +84.1% | +340.3% |
| All | +494.0% | +903.1% | -409.1% | +494.3% |
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