-48.2%
FLEX vs CDW
+24.5%
-72.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +4.6% |
| 7D | -19.3% | +2.1% | -21.4% | -18.6% |
| 30D | -41.5% | +14.7% | -56.3% | -41.4% |
| 3M | -43.1% | +11.1% | -54.2% | -43.0% |
| 6M | -48.2% | +45.6% | -93.8% | -44.0% |
| All | -48.2% | +24.5% | -72.7% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling