+256.8%
FLEX vs CDW
-21.8%
+278.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +4.7% |
| 7D | -19.3% | +2.1% | -21.4% | -19.4% |
| 30D | -41.5% | +14.7% | -56.3% | -42.7% |
| 3M | -43.1% | +11.1% | -54.2% | -44.1% |
| 6M | -48.2% | +45.6% | -93.8% | -51.5% |
| YTD | +15.5% | +17.1% | -1.6% | +8.9% |
| 1Y | +10.2% | +13.2% | -3.0% | +6.7% |
| 3Y | +256.8% | -22.2% | +279.0% | +308.6% |
| All | +256.8% | -21.8% | +278.6% | +308.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling