+66.8%
FTI vs CDW
+983.6%
-916.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -1.5% |
| 7D | -4.3% | +9.3% | -13.6% | -8.9% |
| 30D | -8.0% | +15.8% | -23.8% | -15.4% |
| 3M | -8.0% | +21.8% | -29.8% | -18.2% |
| 6M | -8.7% | +58.8% | -67.4% | -31.1% |
| YTD | +43.9% | +22.8% | +21.1% | +20.1% |
| 1Y | +49.8% | +17.9% | +31.9% | +27.6% |
| 3Y | +211.7% | -17.4% | +229.1% | +210.7% |
| 5Y | +781.6% | -5.7% | +787.3% | +684.9% |
| 10Y | +180.2% | +319.5% | -139.3% | +31.0% |
| All | +66.8% | +983.6% | -916.8% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling