+286.6%
FTI vs CDW
-25.4%
+311.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +5.3% | +3.2% | +2.1% | +4.6% |
| 30D | +15.3% | +9.3% | +6.0% | +13.0% |
| 3M | +15.8% | +9.8% | +6.0% | +12.9% |
| 6M | +22.6% | +23.3% | -0.8% | +14.4% |
| YTD | +79.5% | +13.7% | +65.9% | +71.3% |
| 1Y | +102.0% | -6.5% | +108.5% | +107.3% |
| All | +286.6% | -25.4% | +311.9% | +287.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling