+319.5%
CDW vs FIVE
+596.6%
-277.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.6% | -0.8% | +3.4% |
| 7D | +9.3% | +6.2% | +3.1% | +7.8% |
| 30D | +15.8% | +18.2% | -2.4% | +11.2% |
| 3M | +21.8% | +3.8% | +17.9% | +20.3% |
| 6M | +58.8% | +13.7% | +45.0% | +51.8% |
| YTD | +22.8% | +34.7% | -11.9% | +11.1% |
| 1Y | +17.9% | +66.6% | -48.7% | +0.5% |
| 3Y | -17.4% | +44.3% | -61.7% | -31.6% |
| 5Y | -5.7% | +18.8% | -24.5% | -20.5% |
| 10Y | +319.5% | +569.2% | -249.7% | +130.1% |
| All | +319.5% | +596.6% | -277.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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