-54.5%
FIS vs CDW
+303.2%
-357.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.9% |
| 7D | -25.5% | +2.1% | -27.6% | -27.4% |
| 30D | -15.1% | +14.7% | -29.8% | -21.3% |
| 3M | -32.1% | +11.1% | -43.2% | -36.7% |
| 6M | -36.1% | +45.6% | -81.6% | -47.3% |
| YTD | -55.4% | +17.1% | -72.5% | -60.4% |
| 1Y | -53.9% | +13.2% | -67.0% | -58.5% |
| 3Y | -39.8% | -22.2% | -17.6% | -38.6% |
| 5Y | -71.1% | -10.1% | -61.0% | -73.2% |
| All | -54.5% | +303.2% | -357.7% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling