+863.2%
CDW vs FLR
+7.2%
+856.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +3.2% | +5.4% | -2.2% | +2.2% |
| 30D | +9.3% | +11.4% | -2.1% | +6.5% |
| 3M | +9.8% | +11.4% | -1.6% | +6.5% |
| 6M | +23.3% | +16.6% | +6.7% | +17.7% |
| YTD | +13.7% | +41.7% | -28.1% | +4.0% |
| 1Y | -6.5% | +35.4% | -41.9% | -13.9% |
| 3Y | -25.2% | +57.3% | -82.6% | -35.4% |
| 5Y | -19.5% | +241.0% | -260.5% | -41.5% |
| 10Y | +285.8% | +16.6% | +269.2% | +198.5% |
| All | +863.2% | +7.2% | +856.1% | +689.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling