+565.2%
FLEX vs CDW
+303.2%
+262.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +5.0% |
| 7D | -19.3% | +2.1% | -21.4% | -21.0% |
| 30D | -41.5% | +14.7% | -56.3% | -46.5% |
| 3M | -43.1% | +11.1% | -54.2% | -47.6% |
| 6M | -48.2% | +45.6% | -93.8% | -60.3% |
| YTD | +15.5% | +17.1% | -1.6% | -6.9% |
| 1Y | +10.2% | +13.2% | -3.0% | -8.8% |
| 3Y | +256.8% | -22.2% | +279.0% | +279.1% |
| 5Y | +408.2% | -10.1% | +418.3% | +376.2% |
| All | +565.2% | +303.2% | +262.0% | +228.5% |
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 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