+70.0%
FDX vs CDW
-10.5%
+80.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.5% |
| 7D | -1.6% | +2.1% | -3.7% | -2.4% |
| 30D | +6.6% | +14.7% | -8.1% | +1.5% |
| 3M | -2.1% | +11.1% | -13.2% | -6.3% |
| 6M | +2.2% | +45.6% | -43.4% | -12.7% |
| YTD | +33.9% | +17.1% | +16.8% | +21.4% |
| 1Y | +50.2% | +13.2% | +37.1% | +38.1% |
| 3Y | +65.5% | -22.2% | +87.7% | +73.5% |
| All | +70.0% | -10.5% | +80.5% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling