+183.9%
FDX vs CDW
+285.0%
-101.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -2.5% | +3.2% | -5.7% | -3.8% |
| 30D | +3.8% | +9.3% | -5.5% | -0.5% |
| 3M | -1.3% | +9.8% | -11.1% | -6.7% |
| 6M | +5.0% | +23.3% | -18.3% | -8.6% |
| YTD | +39.6% | +13.7% | +26.0% | +25.7% |
| 1Y | +81.1% | -6.5% | +87.6% | +78.2% |
| 3Y | +63.0% | -25.2% | +88.3% | +74.2% |
| 5Y | +65.6% | -19.5% | +85.1% | +65.6% |
| All | +183.9% | +285.0% | -101.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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