+23.1%
FIS vs CDW
+903.1%
-880.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +1.1% | +3.2% | -2.1% | -0.2% |
| 30D | -2.2% | +9.3% | -11.5% | -6.0% |
| 3M | +2.1% | +9.8% | -7.7% | -2.5% |
| 6M | -14.7% | +23.3% | -38.0% | -23.7% |
| YTD | -35.7% | +13.7% | -49.4% | -40.7% |
| 1Y | -37.1% | -6.5% | -30.6% | -37.6% |
| 3Y | -20.0% | -25.2% | +5.2% | -15.4% |
| 5Y | -62.1% | -19.5% | -42.6% | -62.1% |
| 10Y | -37.4% | +285.8% | -323.2% | -65.0% |
| All | +23.1% | +903.1% | -880.0% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling