+101.7%
FICO vs CDW
-19.1%
+120.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.3% |
| 7D | -19.2% | +3.2% | -22.4% | -20.2% |
| 30D | -14.6% | +9.3% | -23.9% | -17.9% |
| 3M | -20.1% | +9.8% | -29.9% | -24.0% |
| 6M | -36.3% | +23.3% | -59.7% | -44.0% |
| YTD | -44.9% | +13.7% | -58.5% | -49.7% |
| 1Y | -38.6% | -6.5% | -32.1% | -38.7% |
| 3Y | +4.0% | -25.2% | +29.2% | +11.8% |
| All | +101.7% | -19.1% | +120.8% | +97.5% |
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