+863.2%
CDW vs SBAC
+189.1%
+674.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | +9.3% | +6.9% | +2.4% | +7.1% |
| 3M | +9.8% | -8.2% | +18.0% | +12.5% |
| 6M | +23.3% | -1.6% | +25.0% | +22.4% |
| YTD | +13.7% | -0.1% | +13.8% | +12.0% |
| 1Y | -6.5% | -0.5% | -6.0% | -8.0% |
| 3Y | -25.2% | -9.1% | -16.2% | -26.5% |
| 5Y | -19.5% | -43.8% | +24.3% | -6.9% |
| 10Y | +285.8% | +80.5% | +205.3% | +209.4% |
| All | +863.2% | +189.1% | +674.1% | +684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling