+353.1%
FITB vs CDW
+933.5%
-580.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -1.5% | +2.1% | -3.6% | -3.1% |
| 30D | +5.8% | +14.7% | -8.9% | -2.2% |
| 3M | -6.1% | +11.1% | -17.2% | -13.0% |
| 6M | +5.9% | +45.6% | -39.6% | -17.4% |
| YTD | +16.1% | +17.1% | -1.0% | -1.3% |
| 1Y | +28.8% | +13.2% | +15.7% | +11.6% |
| 3Y | +126.0% | -22.2% | +148.2% | +133.7% |
| 5Y | +45.3% | -10.1% | +55.4% | +34.0% |
| 10Y | +255.4% | +307.0% | -51.6% | +61.2% |
| All | +353.1% | +933.5% | -580.4% | +83.3% |
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 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