+651.7%
FLEX vs CDW
+338.4%
+313.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.7% |
| 7D | +2.2% | +2.6% | -0.3% | +1.3% |
| 30D | -32.6% | +20.4% | -53.0% | -39.7% |
| 3M | -35.5% | +28.5% | -64.0% | -44.8% |
| 6M | -45.6% | +70.6% | -116.2% | -61.5% |
| YTD | +30.7% | +29.1% | +1.6% | +0.3% |
| 1Y | +28.4% | +23.8% | +4.6% | +1.7% |
| 3Y | +301.7% | -14.5% | +316.1% | +307.5% |
| 5Y | +473.3% | -1.6% | +474.8% | +414.1% |
| 10Y | +651.7% | +322.0% | +329.7% | +247.0% |
| All | +651.7% | +338.4% | +313.3% | +247.0% |
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