+19.8%
CDW vs FIVE
+65.4%
-45.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.5% |
| 30D | +20.4% | +17.4% | +3.0% | +20.6% |
| 3M | +28.5% | +7.0% | +21.4% | +27.9% |
| 6M | +70.6% | +20.5% | +50.1% | +70.4% |
| YTD | +29.1% | +33.1% | -4.0% | +24.1% |
| All | +19.8% | +65.4% | -45.6% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling