-3.8%
FISV vs CDW
+270.8%
-274.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.9% | -3.7% |
| 7D | -6.4% | -4.2% | -2.2% | -4.6% |
| 30D | -6.8% | +4.9% | -11.7% | -8.9% |
| 3M | -10.0% | +7.3% | -17.2% | -13.4% |
| 6M | -20.6% | +19.2% | -39.8% | -28.6% |
| YTD | -27.6% | +6.2% | -33.8% | -31.7% |
| 1Y | -64.3% | -14.0% | -50.3% | -63.3% |
| 3Y | -60.0% | -30.0% | -30.0% | -56.2% |
| 5Y | -57.7% | -23.6% | -34.1% | -56.8% |
| All | -3.8% | +270.8% | -274.6% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling