+236.6%
FITB vs CDW
+325.6%
-89.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.4% | 0.0% |
| 7D | -1.1% | +9.3% | -10.4% | -6.1% |
| 30D | +7.3% | +15.8% | -8.4% | -1.5% |
| 3M | -4.0% | +21.8% | -25.8% | -15.5% |
| 6M | +11.9% | +58.8% | -46.9% | -17.9% |
| YTD | +19.0% | +22.8% | -3.8% | -2.3% |
| 1Y | +31.0% | +17.9% | +13.1% | +10.3% |
| 3Y | +143.8% | -17.4% | +161.2% | +144.6% |
| 5Y | +48.9% | -5.7% | +54.6% | +31.9% |
| 10Y | +236.6% | +319.5% | -82.9% | +46.3% |
| All | +236.6% | +325.6% | -89.0% | +46.3% |
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