+266.1%
CDW vs SBAC
+76.8%
+189.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | -3.9% | -0.1% | -3.8% | -3.8% |
| 30D | +6.9% | +3.2% | +3.7% | +5.9% |
| 3M | +7.7% | -5.1% | +12.7% | +9.3% |
| 6M | +18.3% | -2.1% | +20.4% | +17.7% |
| YTD | +7.8% | -0.5% | +8.3% | +6.3% |
| 1Y | -12.2% | +1.1% | -13.3% | -14.0% |
| 3Y | -28.9% | -7.4% | -21.5% | -30.7% |
| 5Y | -22.8% | -44.3% | +21.5% | -9.6% |
| 10Y | +266.1% | +77.6% | +188.5% | +230.2% |
| All | +266.1% | +76.8% | +189.3% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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