+287.0%
FLEX vs CDW
-15.4%
+302.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.5% | -3.1% |
| 7D | -13.6% | +13.1% | -26.7% | -15.0% |
| 30D | -36.5% | +19.1% | -55.6% | -38.0% |
| 3M | -36.4% | +24.7% | -61.2% | -38.5% |
| 6M | -46.5% | +63.4% | -109.8% | -50.7% |
| YTD | +25.9% | +26.3% | -0.4% | +17.7% |
| 1Y | +19.6% | +20.6% | -1.0% | +15.7% |
| 3Y | +287.0% | -16.3% | +303.3% | +339.3% |
| All | +287.0% | -15.4% | +302.5% | +339.3% |
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 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