+269.4%
CDW vs FLR
+17.1%
+252.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -4.2% | -3.1% | -1.1% | -3.7% |
| 30D | +4.9% | +4.9% | -0.1% | +3.9% |
| 3M | +7.3% | +10.8% | -3.5% | +4.3% |
| 6M | +19.2% | +19.7% | -0.5% | +13.4% |
| YTD | +6.2% | +38.4% | -32.2% | -2.0% |
| 1Y | -14.0% | +34.7% | -48.7% | -20.5% |
| 3Y | -30.0% | +56.7% | -86.6% | -39.0% |
| 5Y | -23.6% | +241.6% | -265.2% | -43.6% |
| 10Y | +269.4% | +20.2% | +249.2% | +171.9% |
| All | +269.4% | +17.1% | +252.2% | +171.9% |
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