+184.3%
FTI vs CDW
+338.4%
-154.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.1% |
| 30D | -6.3% | +20.4% | -26.6% | -15.7% |
| 3M | -13.1% | +28.5% | -41.6% | -25.2% |
| 6M | -8.0% | +70.6% | -78.6% | -34.2% |
| YTD | +47.1% | +29.1% | +18.0% | +18.4% |
| 1Y | +50.7% | +23.8% | +26.9% | +24.1% |
| 3Y | +209.0% | -14.5% | +223.4% | +203.7% |
| 5Y | +847.0% | -1.6% | +848.6% | +711.7% |
| 10Y | +184.3% | +322.0% | -137.7% | +37.1% |
| All | +184.3% | +338.4% | -154.1% | +37.1% |
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