+319.5%
CDW vs SFM
+146.8%
+172.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.9% | +4.7% |
| 7D | +9.3% | -10.2% | +19.5% | +10.7% |
| 30D | +15.8% | -23.9% | +39.7% | +18.8% |
| 3M | +21.8% | -42.3% | +64.0% | +28.8% |
| 6M | +58.8% | -40.1% | +98.9% | +66.6% |
| YTD | +22.8% | -37.8% | +60.5% | +27.7% |
| 1Y | +17.9% | -37.1% | +55.0% | +22.4% |
| 3Y | -17.4% | +21.5% | -39.0% | -23.3% |
| 5Y | -5.7% | +103.8% | -109.5% | -19.4% |
| 10Y | +319.5% | +142.0% | +177.5% | +246.6% |
| All | +319.5% | +146.8% | +172.7% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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