-62.2%
FIS vs CDW
-19.1%
-43.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.1% | +3.2% | -2.1% | 0.0% |
| 30D | -2.2% | +9.3% | -11.5% | -5.4% |
| 3M | +2.1% | +9.8% | -7.7% | -1.8% |
| 6M | -14.7% | +23.3% | -38.0% | -22.6% |
| YTD | -35.7% | +13.7% | -49.4% | -40.0% |
| 1Y | -37.1% | -6.5% | -30.6% | -37.2% |
| 3Y | -20.0% | -25.2% | +5.2% | -15.9% |
| All | -62.2% | -19.1% | -43.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling