-22.1%
FPS vs CDW
+21.4%
-43.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +4.8% | +11.2% | +15.7% |
| 7D | -8.0% | +9.3% | -17.3% | -7.6% |
| 30D | -43.5% | +15.8% | -59.3% | -43.6% |
| 3M | -41.6% | +21.8% | -63.4% | -42.0% |
| 6M | -44.0% | +58.8% | -102.8% | -46.3% |
| All | -22.1% | +21.4% | -43.5% | -25.5% |
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 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