+331.5%
CDW vs FIVE
+562.8%
-231.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +13.1% | +7.3% | +5.7% | +11.3% |
| 30D | +19.1% | +18.1% | +1.1% | +14.4% |
| 3M | +24.7% | +7.7% | +17.0% | +22.1% |
| 6M | +63.4% | +13.6% | +49.7% | +56.2% |
| YTD | +26.3% | +34.6% | -8.3% | +14.3% |
| 1Y | +20.6% | +66.2% | -45.7% | +2.9% |
| 3Y | -16.3% | +43.5% | -59.8% | -30.5% |
| 5Y | -3.9% | +20.7% | -24.6% | -19.3% |
| 10Y | +331.5% | +541.5% | -210.0% | +135.6% |
| All | +331.5% | +562.8% | -231.3% | +135.6% |
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