+302.2%
CDW vs FIVE
+514.1%
-211.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +20.4% | +17.4% | +3.0% | +15.8% |
| 3M | +28.5% | +7.0% | +21.4% | +25.9% |
| 6M | +70.6% | +20.5% | +50.1% | +60.7% |
| YTD | +29.1% | +33.1% | -4.0% | +17.2% |
| 1Y | +23.8% | +67.1% | -43.3% | +5.5% |
| 3Y | -14.5% | +41.9% | -56.4% | -28.8% |
| 5Y | -1.6% | +21.1% | -22.6% | -17.4% |
| All | +302.2% | +514.1% | -211.9% | +124.4% |
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