+1,168.7%
FTI vs CDW
-22.8%
+1,191.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -0.5% |
| 7D | -0.2% | -3.9% | +3.7% | +1.0% |
| 30D | +12.3% | +6.9% | +5.4% | +9.7% |
| 3M | +13.8% | +7.7% | +6.1% | +9.9% |
| 6M | +24.3% | +18.3% | +6.0% | +13.7% |
| YTD | +75.8% | +7.8% | +68.0% | +65.8% |
| 1Y | +99.6% | -12.2% | +111.8% | +105.3% |
| 3Y | +278.4% | -28.9% | +307.4% | +308.0% |
| 5Y | +1,168.7% | -22.8% | +1,191.5% | +1,264.2% |
| All | +1,168.7% | -22.8% | +1,191.5% | +1,264.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling