+364.9%
FITB vs CDW
+903.1%
-538.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | +0.6% | +3.2% | -2.6% | -1.1% |
| 30D | -4.7% | +9.3% | -14.0% | -9.6% |
| 3M | +6.7% | +9.8% | -3.1% | -0.5% |
| 6M | +12.6% | +23.3% | -10.8% | -5.1% |
| YTD | +19.1% | +13.7% | +5.5% | +4.4% |
| 1Y | +22.6% | -6.5% | +29.1% | +19.2% |
| 3Y | +127.1% | -25.2% | +152.4% | +143.5% |
| 5Y | +71.8% | -19.5% | +91.3% | +71.4% |
| 10Y | +287.2% | +285.8% | +1.4% | +82.5% |
| All | +364.9% | +903.1% | -538.2% | +93.8% |
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 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