-36.3%
FICO vs CDW
+23.2%
-59.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.5% |
| 7D | -19.2% | +3.2% | -22.4% | -19.7% |
| 30D | -14.6% | +9.3% | -23.9% | -16.2% |
| 3M | -20.1% | +9.8% | -29.9% | -22.2% |
| 6M | -36.3% | +23.3% | -59.7% | -46.5% |
| All | -36.3% | +23.2% | -59.6% | -46.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling