+892.4%
CDW vs SBAC
+189.1%
+703.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +2.1% | +1.2% | +0.9% | +1.9% |
| 30D | +14.7% | +11.2% | +3.6% | +11.0% |
| 3M | +11.1% | +4.5% | +6.7% | +9.6% |
| 6M | +45.6% | -12.2% | +57.7% | +50.9% |
| YTD | +17.1% | -0.1% | +17.2% | +15.3% |
| 1Y | +13.2% | -0.3% | +13.4% | +11.4% |
| 3Y | -22.2% | -8.7% | -13.5% | -23.4% |
| 5Y | -10.1% | -40.2% | +30.0% | +1.7% |
| 10Y | +307.0% | +97.3% | +209.6% | +217.4% |
| All | +892.4% | +189.1% | +703.4% | +707.5% |
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