+143.3%
FN vs CDW
-8.7%
+152.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.1% | -8.1% | -11.7% |
| 7D | -16.0% | -4.1% | -11.9% | -14.6% |
| 30D | -40.1% | +16.7% | -56.9% | -44.6% |
| 3M | -43.9% | +13.6% | -57.5% | -48.1% |
| 6M | -55.6% | +17.0% | -72.7% | -61.5% |
| YTD | -35.7% | +18.1% | -53.8% | -45.5% |
| 1Y | -39.8% | +10.5% | -50.3% | -46.3% |
| 3Y | +80.3% | -20.9% | +101.2% | +98.8% |
| 5Y | +143.3% | -9.3% | +152.6% | +133.6% |
| All | +143.3% | -8.7% | +152.0% | +133.6% |
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 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