-23.8%
FICO vs CDW
-21.1%
-2.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +2.7% |
| 7D | -0.3% | -4.1% | +3.9% | +0.5% |
| 30D | +1.7% | +16.7% | -15.0% | -3.6% |
| 3M | -35.2% | +13.6% | -48.8% | -38.2% |
| 6M | -33.7% | +17.0% | -50.7% | -38.4% |
| YTD | -58.2% | +18.1% | -76.3% | -61.6% |
| 1Y | -56.6% | +10.5% | -67.0% | -59.3% |
| All | -23.8% | -21.1% | -2.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling