-79.1%
FIG vs CDW
-12.6%
-66.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | -16.3% | +3.2% | -19.5% | -17.3% |
| 30D | -14.3% | +9.3% | -23.6% | -17.1% |
| 3M | +7.2% | +9.8% | -2.6% | +2.6% |
| 6M | -18.6% | +23.3% | -42.0% | -26.8% |
| YTD | -35.5% | +13.7% | -49.1% | -41.0% |
| 1Y | -55.8% | -6.5% | -49.3% | -61.2% |
| All | -79.1% | -12.6% | -66.6% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling