+21.5%
CDW vs FLR
+2.5%
+19.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.8% | +13.5% | +12.7% |
| 7D | +3.7% | +1.4% | +2.4% | +3.7% |
| 30D | +26.0% | -5.9% | +31.9% | +26.5% |
| 3M | +10.1% | -7.6% | +17.7% | +11.0% |
| 6M | +26.1% | -9.3% | +35.4% | +26.8% |
| YTD | +25.9% | +20.1% | +5.7% | +18.1% |
| 1Y | +21.5% | +3.0% | +18.5% | +20.6% |
| All | +21.5% | +2.5% | +19.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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