+84.4%
FICO vs CDW
-4.0%
+88.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +2.2% | +9.3% | -7.1% | -1.4% |
| 30D | +0.1% | +14.4% | -14.3% | -6.0% |
| 3M | -35.2% | +21.4% | -56.6% | -40.9% |
| 6M | -32.4% | +72.8% | -105.2% | -48.2% |
| YTD | -57.4% | +28.0% | -85.4% | -63.4% |
| 1Y | -58.5% | +19.3% | -77.9% | -63.2% |
| 3Y | -28.9% | -15.3% | -13.5% | -28.2% |
| All | +84.4% | -4.0% | +88.3% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling