+283.9%
FITB vs CDW
+263.0%
+20.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +2.1% |
| 7D | +2.8% | -3.9% | +6.7% | +4.9% |
| 30D | -4.5% | +6.9% | -11.4% | -8.6% |
| 3M | +5.7% | +7.7% | -2.0% | -0.8% |
| 6M | +17.1% | +18.3% | -1.2% | -0.3% |
| YTD | +18.3% | +7.8% | +10.6% | +5.7% |
| 1Y | +23.9% | -12.2% | +36.1% | +24.5% |
| 3Y | +131.1% | -28.9% | +160.0% | +155.4% |
| 5Y | +71.1% | -22.8% | +93.9% | +72.8% |
| 10Y | +283.9% | +266.1% | +17.8% | +72.7% |
| All | +283.9% | +263.0% | +20.9% | +72.7% |
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 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