+1,005.1%
FLEX vs CDW
+285.0%
+720.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | -0.9% | +3.2% | -4.1% | -2.6% |
| 30D | -10.1% | +9.3% | -19.4% | -14.8% |
| 3M | -31.3% | +9.8% | -41.1% | -36.0% |
| 6M | +71.3% | +23.3% | +47.9% | +38.0% |
| YTD | +81.2% | +13.7% | +67.6% | +51.5% |
| 1Y | +98.5% | -6.5% | +105.0% | +90.3% |
| 3Y | +428.2% | -25.2% | +453.5% | +486.3% |
| 5Y | +657.3% | -19.5% | +676.8% | +679.2% |
| All | +1,005.1% | +285.0% | +720.1% | +414.3% |
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