+331.5%
CDW vs FLR
+10.4%
+321.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +13.1% | +5.1% | +8.0% | +12.1% |
| 30D | +19.1% | -0.5% | +19.6% | +19.1% |
| 3M | +24.7% | -3.5% | +28.2% | +25.3% |
| 6M | +63.4% | +16.5% | +46.9% | +56.8% |
| YTD | +26.3% | +27.3% | -1.0% | +18.1% |
| 1Y | +20.6% | +10.6% | +9.9% | +15.7% |
| 3Y | -16.3% | +39.4% | -55.7% | -25.6% |
| 5Y | -3.9% | +126.4% | -130.3% | -23.6% |
| 10Y | +331.5% | +8.4% | +323.1% | +231.2% |
| All | +331.5% | +10.4% | +321.1% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling