-18.5%
FIS vs CDW
-25.3%
+6.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | -2.2% | +9.3% | -11.5% | -4.7% |
| 3M | +2.1% | +9.8% | -7.7% | -0.9% |
| 6M | -14.7% | +23.3% | -38.0% | -20.8% |
| YTD | -35.7% | +13.7% | -49.4% | -39.0% |
| 1Y | -37.1% | -6.5% | -30.6% | -37.3% |
| All | -18.5% | -25.3% | +6.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling