+293.0%
CDW vs FIVE
+563.4%
-270.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | +14.7% | +17.7% | -2.9% | +10.3% |
| 3M | +11.1% | +4.0% | +7.1% | +9.6% |
| 6M | +45.6% | +2.6% | +43.0% | +42.8% |
| YTD | +17.1% | +27.6% | -10.5% | +7.4% |
| 1Y | +13.2% | +59.9% | -46.8% | -2.5% |
| 3Y | -22.2% | +35.8% | -58.0% | -34.5% |
| 5Y | -10.1% | +14.4% | -24.5% | -23.5% |
| All | +293.0% | +563.4% | -270.4% | +118.5% |
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