+118.1%
FN vs CDW
-14.3%
+132.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.2% | +3.7% | +5.2% |
| 7D | +8.0% | +2.6% | +5.4% | +7.4% |
| 30D | -19.1% | +20.4% | -39.5% | -23.9% |
| 3M | -29.8% | +28.5% | -58.3% | -35.9% |
| 6M | -43.2% | +70.6% | -113.8% | -55.5% |
| YTD | -18.9% | +29.1% | -48.0% | -29.6% |
| 1Y | -17.9% | +23.8% | -41.7% | -26.3% |
| All | +118.1% | -14.3% | +132.4% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling