+863.2%
CDW vs FIVE
+602.5%
+260.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.1% |
| 7D | +3.2% | +4.3% | -1.1% | +2.2% |
| 30D | +9.3% | +12.5% | -3.2% | +6.0% |
| 3M | +9.8% | +31.2% | -21.4% | +2.5% |
| 6M | +23.3% | +14.4% | +9.0% | +17.6% |
| YTD | +13.7% | +33.9% | -20.2% | +4.2% |
| 1Y | -6.5% | +65.1% | -71.5% | -18.7% |
| 3Y | -25.2% | +49.0% | -74.2% | -37.4% |
| 5Y | -19.5% | +30.3% | -49.8% | -32.6% |
| 10Y | +285.8% | +481.1% | -195.3% | +138.1% |
| All | +863.2% | +602.5% | +260.7% | +491.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling