-25.9%
FPS vs CDW
+24.9%
-50.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.9% | -7.8% | -5.1% |
| 7D | -20.9% | +13.1% | -33.9% | -20.7% |
| 30D | -46.3% | +19.1% | -65.5% | -46.5% |
| 3M | -42.9% | +24.7% | -67.6% | -43.4% |
| 6M | -46.8% | +63.4% | -110.2% | -49.1% |
| All | -25.9% | +24.9% | -50.8% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling