+266.1%
CDW vs SFM
+293.3%
-27.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.5% | +1.3% | -4.4% |
| 7D | -3.9% | -5.8% | +1.9% | -3.2% |
| 30D | +6.9% | -11.4% | +18.2% | +8.2% |
| 3M | +7.7% | -12.2% | +19.9% | +9.0% |
| 6M | +18.3% | -5.2% | +23.5% | +18.1% |
| YTD | +7.8% | -4.5% | +12.2% | +7.3% |
| 1Y | -12.2% | -45.4% | +33.2% | -6.7% |
| 3Y | -28.9% | +91.1% | -120.0% | -36.9% |
| 5Y | -22.8% | +226.8% | -249.6% | -36.9% |
| 10Y | +266.1% | +291.9% | -25.9% | +180.5% |
| All | +266.1% | +293.3% | -27.3% | +180.5% |
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