+30.2%
FITB vs CDW
+16.9%
+13.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.4% | +2.1% |
| 7D | -1.1% | +9.3% | -10.4% | -1.8% |
| 30D | +7.3% | +15.8% | -8.4% | +6.1% |
| 3M | -4.0% | +21.8% | -25.8% | -5.5% |
| 6M | +11.9% | +58.8% | -46.9% | +6.5% |
| YTD | +19.0% | +22.8% | -3.8% | +15.6% |
| All | +30.2% | +16.9% | +13.3% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling