-83.6%
FIG vs CDW
-0.8%
-82.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.6% | +9.1% | -6.5% | -1.3% |
| 30D | -13.1% | +13.7% | -26.8% | -17.3% |
| 3M | -20.3% | +27.0% | -47.4% | -27.3% |
| 6M | -2.1% | +75.9% | -78.0% | -19.3% |
| YTD | -49.4% | +28.9% | -78.2% | -56.0% |
| 1Y | -57.0% | +19.6% | -76.6% | -62.4% |
| All | -83.6% | -0.8% | -82.8% | -86.4% |
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 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