+906.2%
FN vs CDW
+283.9%
+622.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.7% |
| 7D | -1.7% | +3.2% | -4.9% | -3.3% |
| 30D | -22.0% | +9.3% | -31.3% | -26.0% |
| 3M | -43.0% | +9.8% | -52.8% | -46.9% |
| 6M | -27.7% | +23.3% | -51.1% | -39.9% |
| YTD | -10.5% | +13.7% | -24.2% | -22.8% |
| 1Y | +12.5% | -6.5% | +19.0% | +9.0% |
| 3Y | +153.8% | -25.2% | +179.0% | +181.4% |
| 5Y | +288.0% | -19.5% | +307.5% | +305.0% |
| All | +906.2% | +283.9% | +622.2% | +286.8% |
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 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