+67.1%
FDX vs CDW
-19.1%
+86.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.5% | +3.2% | -5.7% | -3.5% |
| 30D | +3.8% | +9.3% | -5.5% | +0.5% |
| 3M | -1.3% | +9.8% | -11.1% | -5.3% |
| 6M | +5.0% | +23.3% | -18.3% | -6.0% |
| YTD | +39.6% | +13.7% | +26.0% | +28.8% |
| 1Y | +81.1% | -6.5% | +87.6% | +81.4% |
| 3Y | +63.0% | -25.2% | +88.3% | +74.2% |
| All | +67.1% | -19.1% | +86.2% | +59.9% |
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