+76.2%
FDX vs CDW
-4.0%
+80.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +5.2% | +9.3% | -4.1% | +2.3% |
| 30D | +11.3% | +14.4% | -3.1% | +6.2% |
| 3M | -4.1% | +21.4% | -25.5% | -10.8% |
| 6M | +9.6% | +72.8% | -63.2% | -11.6% |
| YTD | +40.9% | +28.0% | +12.9% | +24.2% |
| 1Y | +53.0% | +19.3% | +33.7% | +39.1% |
| 3Y | +74.1% | -15.3% | +89.4% | +77.8% |
| All | +76.2% | -4.0% | +80.2% | +56.9% |
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