+310.7%
FTI vs CDW
+262.5%
+48.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.3% |
| 7D | -2.3% | -4.2% | +1.9% | -0.3% |
| 30D | +5.0% | +4.9% | +0.2% | +1.9% |
| 3M | +13.8% | +7.3% | +6.6% | +7.3% |
| 6M | +22.9% | +19.2% | +3.7% | +5.3% |
| YTD | +75.0% | +6.2% | +68.8% | +58.2% |
| 1Y | +96.9% | -14.0% | +110.9% | +100.5% |
| 3Y | +276.7% | -30.0% | +306.7% | +315.6% |
| 5Y | +1,157.0% | -23.6% | +1,180.6% | +1,158.9% |
| 10Y | +310.7% | +269.4% | +41.3% | +127.0% |
| All | +310.7% | +262.5% | +48.2% | +127.0% |
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