+473.3%
FLEX vs CDW
-1.8%
+475.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.1% |
| 7D | +2.2% | +2.6% | -0.3% | +1.7% |
| 30D | -32.6% | +20.4% | -53.0% | -37.0% |
| 3M | -35.5% | +28.5% | -64.0% | -41.3% |
| 6M | -45.6% | +70.6% | -116.2% | -56.4% |
| YTD | +30.7% | +29.1% | +1.6% | +10.5% |
| 1Y | +28.4% | +23.8% | +4.6% | +12.1% |
| 3Y | +301.7% | -14.5% | +316.1% | +343.9% |
| 5Y | +473.3% | -1.6% | +474.8% | +434.7% |
| All | +473.3% | -1.8% | +475.0% | +434.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling