+155.7%
FDX vs CDW
+338.4%
-182.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.1% |
| 7D | -2.1% | +2.6% | -4.6% | -3.1% |
| 30D | +10.4% | +20.4% | -10.0% | +1.6% |
| 3M | +0.5% | +28.5% | -28.0% | -10.9% |
| 6M | +6.5% | +70.6% | -64.1% | -18.4% |
| YTD | +40.2% | +29.1% | +11.2% | +18.5% |
| 1Y | +52.1% | +23.8% | +28.3% | +31.0% |
| 3Y | +72.8% | -14.5% | +87.3% | +73.0% |
| 5Y | +76.3% | -1.6% | +77.9% | +59.6% |
| 10Y | +155.7% | +322.0% | -166.3% | +30.8% |
| All | +155.7% | +338.4% | -182.7% | +30.8% |
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