+153.5%
FDX vs CDW
+312.7%
-159.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +5.2% | +9.3% | -4.1% | +1.4% |
| 30D | +11.3% | +14.4% | -3.1% | +4.7% |
| 3M | -4.1% | +21.4% | -25.5% | -12.9% |
| 6M | +9.6% | +72.8% | -63.2% | -16.5% |
| YTD | +40.9% | +28.0% | +12.9% | +19.4% |
| 1Y | +53.0% | +19.3% | +33.7% | +34.1% |
| 3Y | +74.1% | -15.3% | +89.4% | +75.0% |
| 5Y | +75.1% | -3.8% | +78.9% | +60.3% |
| All | +153.5% | +312.7% | -159.1% | +31.5% |
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