+160.3%
FN vs CDW
-25.3%
+185.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | -1.7% | +3.2% | -4.9% | -2.8% |
| 30D | -22.0% | +9.3% | -31.3% | -24.7% |
| 3M | -43.0% | +9.8% | -52.8% | -45.4% |
| 6M | -27.7% | +23.3% | -51.1% | -37.2% |
| YTD | -10.5% | +13.7% | -24.2% | -18.9% |
| 1Y | +12.5% | -6.5% | +19.0% | +16.6% |
| All | +160.3% | -25.3% | +185.7% | +208.6% |
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