+184.1%
FTI vs CDW
+312.7%
-128.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.4% |
| 7D | +4.3% | +9.3% | -5.0% | -0.2% |
| 30D | -4.7% | +14.4% | -19.0% | -12.0% |
| 3M | -13.5% | +21.4% | -34.9% | -23.4% |
| 6M | -8.7% | +72.8% | -81.5% | -35.2% |
| YTD | +49.0% | +28.0% | +21.0% | +20.4% |
| 1Y | +54.0% | +19.3% | +34.7% | +29.7% |
| 3Y | +211.6% | -15.3% | +226.9% | +207.8% |
| 5Y | +881.9% | -3.8% | +885.7% | +754.0% |
| All | +184.1% | +312.7% | -128.5% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling