-5.7%
CDW vs FLR
+116.5%
-122.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.3% | -3.4% | +3.2% |
| 7D | +9.3% | +8.5% | +0.8% | +7.6% |
| 30D | +15.8% | -0.7% | +16.5% | +15.8% |
| 3M | +21.8% | -11.7% | +33.5% | +24.4% |
| 6M | +58.8% | +16.2% | +42.6% | +51.6% |
| YTD | +22.8% | +27.0% | -4.2% | +13.4% |
| 1Y | +17.9% | +10.1% | +7.8% | +12.5% |
| 3Y | -17.4% | +46.2% | -63.6% | -30.5% |
| 5Y | -5.7% | +121.4% | -127.2% | -29.7% |
| All | -5.7% | +116.5% | -122.2% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling