+203.1%
FITB vs CDW
+315.4%
-112.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.8% |
| 7D | +0.8% | +9.1% | -8.2% | -3.6% |
| 30D | +7.3% | +13.7% | -6.4% | -0.4% |
| 3M | -6.3% | +27.0% | -33.3% | -19.3% |
| 6M | +12.6% | +75.9% | -63.3% | -21.9% |
| YTD | +18.0% | +28.9% | -10.9% | -5.5% |
| 1Y | +28.9% | +19.6% | +9.3% | +8.2% |
| 3Y | +139.4% | -14.6% | +154.0% | +136.7% |
| 5Y | +47.2% | -3.2% | +50.4% | +29.2% |
| All | +203.1% | +315.4% | -112.3% | +37.8% |
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