-80.3%
FIG vs CDW
-17.1%
-63.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -3.8% |
| 7D | -16.4% | -3.9% | -12.5% | -15.1% |
| 30D | -2.3% | +6.9% | -9.2% | -4.4% |
| 3M | +7.8% | +7.7% | +0.1% | +4.1% |
| 6M | -21.8% | +18.3% | -40.2% | -28.5% |
| YTD | -39.1% | +7.8% | -46.9% | -43.2% |
| 1Y | -56.6% | -12.2% | -44.5% | -61.3% |
| All | -80.3% | -17.1% | -63.2% | -82.4% |
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 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