+2,316.1%
FN vs CDW
+1,010.9%
+1,305.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +12.7% | -18.6% | -11.8% |
| 7D | -7.0% | +3.7% | -10.7% | -9.3% |
| 30D | -24.7% | +26.0% | -50.7% | -33.5% |
| 3M | -35.7% | +10.1% | -45.8% | -40.2% |
| 6M | -52.4% | +26.1% | -78.5% | -60.6% |
| YTD | -25.0% | +25.9% | -50.8% | -38.8% |
| 1Y | -25.7% | +21.5% | -47.2% | -38.0% |
| 3Y | +110.2% | -15.7% | +126.0% | +113.8% |
| 5Y | +192.3% | -2.3% | +194.7% | +172.7% |
| 10Y | +812.3% | +337.4% | +474.8% | +339.2% |
| All | +2,316.1% | +1,010.9% | +1,305.3% | +900.4% |
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 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