-38.8%
FIS vs CDW
-15.0%
-23.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +2.8% | +9.3% | -6.5% | +1.3% |
| 30D | -16.7% | +14.4% | -31.1% | -19.4% |
| 3M | -32.3% | +21.4% | -53.7% | -35.7% |
| 6M | -29.1% | +72.8% | -101.9% | -38.9% |
| YTD | -54.1% | +28.0% | -82.2% | -57.7% |
| 1Y | -53.7% | +19.3% | -73.1% | -56.6% |
| 3Y | -38.8% | -15.3% | -23.5% | -40.8% |
| All | -38.8% | -15.0% | -23.8% | -40.8% |
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