+86.1%
FICO vs CDW
-8.7%
+94.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +3.4% |
| 7D | -0.3% | -4.1% | +3.9% | +0.7% |
| 30D | +1.7% | +16.7% | -15.0% | -5.5% |
| 3M | -35.2% | +13.6% | -48.8% | -39.4% |
| 6M | -33.7% | +17.0% | -50.7% | -40.4% |
| YTD | -58.2% | +18.1% | -76.3% | -62.9% |
| 1Y | -56.6% | +10.5% | -67.0% | -60.2% |
| 3Y | -24.0% | -20.9% | -3.1% | -21.4% |
| 5Y | +86.1% | -9.3% | +95.4% | +68.6% |
| All | +86.1% | -8.7% | +94.8% | +68.6% |
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 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