+283.8%
CDW vs FIVE
+478.4%
-194.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.3% |
| 7D | +3.2% | +4.3% | -1.1% | +2.0% |
| 30D | +9.3% | +12.5% | -3.2% | +5.6% |
| 3M | +9.8% | +31.2% | -21.4% | +1.6% |
| 6M | +23.3% | +14.4% | +9.0% | +16.8% |
| YTD | +13.7% | +33.9% | -20.2% | +3.0% |
| 1Y | -6.5% | +65.1% | -71.5% | -20.3% |
| 3Y | -25.2% | +49.0% | -74.2% | -38.8% |
| 5Y | -19.5% | +30.3% | -49.8% | -34.1% |
| All | +283.8% | +478.4% | -194.7% | +112.6% |
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