-83.9%
FIG vs CDW
-2.8%
-81.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -5.2% |
| 7D | -11.4% | +13.1% | -24.5% | -15.6% |
| 30D | -17.2% | +19.1% | -36.3% | -22.6% |
| 3M | -26.6% | +24.7% | -51.4% | -32.5% |
| 6M | -9.8% | +63.4% | -73.2% | -24.1% |
| YTD | -50.1% | +26.3% | -76.5% | -56.3% |
| 1Y | -58.1% | +20.6% | -78.6% | -63.0% |
| All | -83.9% | -2.8% | -81.1% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling