+602.8%
FICO vs CDW
+283.9%
+318.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.1% |
| 7D | -19.2% | +3.2% | -22.4% | -20.5% |
| 30D | -14.6% | +9.3% | -23.9% | -18.9% |
| 3M | -20.1% | +9.8% | -29.9% | -25.2% |
| 6M | -36.3% | +23.3% | -59.7% | -45.9% |
| YTD | -44.9% | +13.7% | -58.5% | -51.1% |
| 1Y | -38.6% | -6.5% | -32.1% | -39.6% |
| 3Y | +4.0% | -25.2% | +29.2% | +12.3% |
| 5Y | +99.5% | -19.5% | +119.0% | +100.0% |
| All | +602.8% | +283.9% | +318.9% | +207.6% |
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