-83.2%
FIG vs CDW
-5.5%
-77.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.7% | +1.0% |
| 7D | -12.6% | +9.3% | -21.9% | -15.4% |
| 30D | -13.8% | +15.8% | -29.6% | -18.4% |
| 3M | -16.7% | +21.8% | -38.5% | -22.5% |
| 6M | -6.1% | +58.8% | -64.9% | -19.9% |
| YTD | -48.1% | +22.8% | -70.9% | -53.9% |
| 1Y | -56.2% | +17.9% | -74.1% | -60.8% |
| All | -83.2% | -5.5% | -77.7% | -85.7% |
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 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