+1,784.8%
FLEX vs CDW
+903.1%
+881.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | -0.9% | +3.2% | -4.1% | -2.5% |
| 30D | -10.1% | +9.3% | -19.4% | -14.5% |
| 3M | -31.3% | +9.8% | -41.1% | -35.7% |
| 6M | +71.3% | +23.3% | +47.9% | +40.2% |
| YTD | +81.2% | +13.7% | +67.6% | +53.5% |
| 1Y | +98.5% | -6.5% | +105.0% | +90.4% |
| 3Y | +428.2% | -25.2% | +453.5% | +480.3% |
| 5Y | +657.3% | -19.5% | +676.8% | +681.0% |
| 10Y | +995.9% | +285.8% | +710.1% | +443.5% |
| All | +1,784.8% | +903.1% | +881.7% | +760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling