+190.3%
FISV vs CDW
+1,039.4%
-849.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | 0.0% |
| 7D | +3.0% | +2.6% | +0.4% | +1.7% |
| 30D | +38.8% | +20.4% | +18.4% | +27.8% |
| 3M | +21.2% | +28.5% | -7.3% | +8.2% |
| 6M | +17.5% | +70.6% | -53.1% | -7.8% |
| YTD | -4.9% | +29.1% | -34.0% | -17.6% |
| 1Y | -0.6% | +23.8% | -24.3% | -12.4% |
| 3Y | -47.4% | -14.5% | -32.9% | -47.6% |
| 5Y | -36.0% | -1.6% | -34.5% | -41.6% |
| 10Y | +27.1% | +322.0% | -294.9% | -33.8% |
| All | +190.3% | +1,039.4% | -849.1% | +28.3% |
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