+195.1%
FN vs CDW
-2.4%
+197.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.9% | -7.6% | -6.0% |
| 7D | -4.1% | +13.1% | -17.2% | -9.2% |
| 30D | -28.3% | +19.1% | -47.5% | -34.2% |
| 3M | -33.9% | +24.7% | -58.6% | -41.2% |
| 6M | -43.9% | +63.4% | -107.3% | -58.5% |
| YTD | -23.4% | +26.3% | -49.8% | -37.0% |
| 1Y | -25.4% | +20.6% | -46.0% | -36.4% |
| 3Y | +107.9% | -16.3% | +124.2% | +124.8% |
| 5Y | +195.1% | -3.9% | +199.0% | +175.5% |
| All | +195.1% | -2.4% | +197.4% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling