+382.3%
FDX vs CDW
+1,039.4%
-657.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +0.5% | +28.5% | -28.0% | -10.4% |
| 6M | +6.5% | +70.6% | -64.1% | -17.4% |
| YTD | +40.2% | +29.1% | +11.2% | +19.4% |
| 1Y | +52.1% | +23.8% | +28.3% | +31.8% |
| 3Y | +72.8% | -14.5% | +87.3% | +72.6% |
| 5Y | +76.3% | -1.6% | +77.9% | +61.2% |
| 10Y | +155.7% | +322.0% | -166.3% | +29.5% |
| All | +382.3% | +1,039.4% | -657.1% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling