-83.7%
FIG vs CDW
-9.9%
-73.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | -13.1% | +2.1% | -15.2% | -13.5% |
| 30D | -13.0% | +14.7% | -27.7% | -17.1% |
| 3M | -21.5% | +11.1% | -32.6% | -24.3% |
| 6M | -2.5% | +45.6% | -48.1% | -14.4% |
| YTD | -49.7% | +17.1% | -66.8% | -54.4% |
| 1Y | -59.1% | +13.2% | -72.3% | -62.6% |
| All | -83.7% | -9.9% | -73.8% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling