-55.0%
FIS vs CDW
+16.9%
-72.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -1.9% |
| 7D | -29.4% | +9.3% | -38.7% | -30.4% |
| 30D | -16.7% | +15.8% | -32.5% | -19.4% |
| 3M | -33.0% | +21.8% | -54.8% | -36.2% |
| 6M | -33.3% | +58.8% | -92.1% | -41.2% |
| YTD | -56.0% | +22.8% | -78.8% | -58.9% |
| All | -55.0% | +16.9% | -72.0% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling