-15.3%
CDW vs SFM
+27.3%
-42.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +9.3% | +6.0% | +3.3% | +8.9% |
| 30D | +14.4% | -19.5% | +33.8% | +15.9% |
| 3M | +21.4% | -37.0% | +58.4% | +25.3% |
| 6M | +72.8% | -41.0% | +113.8% | +78.8% |
| YTD | +28.0% | -34.6% | +62.7% | +30.8% |
| 1Y | +19.3% | -36.3% | +55.6% | +22.1% |
| 3Y | -15.3% | +24.5% | -39.8% | -21.7% |
| All | -15.3% | +27.3% | -42.6% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling