-55.3%
FIS vs CDW
+325.6%
-381.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -3.1% |
| 7D | -29.4% | +9.3% | -38.7% | -33.0% |
| 30D | -16.7% | +15.8% | -32.5% | -23.0% |
| 3M | -33.0% | +21.8% | -54.8% | -39.7% |
| 6M | -33.3% | +58.8% | -92.1% | -47.0% |
| YTD | -56.0% | +22.8% | -78.8% | -61.7% |
| 1Y | -54.6% | +17.9% | -72.5% | -59.8% |
| 3Y | -40.6% | -17.4% | -23.2% | -40.9% |
| 5Y | -71.9% | -5.7% | -66.2% | -74.4% |
| 10Y | -55.3% | +319.5% | -374.8% | -71.0% |
| All | -55.3% | +325.6% | -381.0% | -71.0% |
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