+153.4%
FDX vs CDW
+329.6%
-176.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.0% |
| 7D | +0.5% | +13.1% | -12.6% | -4.7% |
| 30D | +9.5% | +19.1% | -9.6% | +1.2% |
| 3M | -1.3% | +24.7% | -26.1% | -11.3% |
| 6M | +5.5% | +63.4% | -57.8% | -17.6% |
| YTD | +38.9% | +26.3% | +12.6% | +18.4% |
| 1Y | +58.8% | +20.6% | +38.2% | +38.3% |
| 3Y | +71.1% | -16.3% | +87.5% | +72.9% |
| 5Y | +76.3% | -3.9% | +80.2% | +61.3% |
| 10Y | +153.4% | +331.5% | -178.1% | +32.0% |
| All | +153.4% | +329.6% | -176.2% | +32.0% |
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