+2,781.2%
FN vs CDW
+903.1%
+1,878.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | -1.7% | +3.2% | -4.9% | -3.2% |
| 30D | -22.0% | +9.3% | -31.3% | -25.8% |
| 3M | -43.0% | +9.8% | -52.8% | -46.7% |
| 6M | -27.7% | +23.3% | -51.1% | -39.0% |
| YTD | -10.5% | +13.7% | -24.2% | -21.9% |
| 1Y | +12.5% | -6.5% | +19.0% | +9.2% |
| 3Y | +153.8% | -25.2% | +179.0% | +178.9% |
| 5Y | +288.0% | -19.5% | +307.5% | +305.0% |
| 10Y | +906.4% | +285.8% | +620.6% | +423.0% |
| All | +2,781.2% | +903.1% | +1,878.1% | +1,176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling