+499.7%
FICO vs CDW
+303.2%
+196.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -0.9% | +2.1% | -3.0% | -3.0% |
| 30D | +3.3% | +14.7% | -11.4% | -5.2% |
| 3M | -31.7% | +11.1% | -42.8% | -36.6% |
| 6M | -34.0% | +45.6% | -79.6% | -48.4% |
| YTD | -58.3% | +17.1% | -75.4% | -64.2% |
| 1Y | -57.9% | +13.2% | -71.1% | -63.2% |
| 3Y | -24.1% | -22.2% | -1.9% | -20.9% |
| 5Y | +85.3% | -10.1% | +95.4% | +71.1% |
| All | +499.7% | +303.2% | +196.5% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling