+716.9%
CDW vs SFM
+132.6%
+584.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.3% |
| 7D | +3.2% | -0.1% | +3.2% | +3.2% |
| 30D | +9.3% | -4.4% | +13.7% | +9.7% |
| 3M | +9.8% | +1.5% | +8.3% | +9.2% |
| 6M | +23.3% | +6.5% | +16.9% | +21.4% |
| YTD | +13.7% | +2.2% | +11.5% | +12.3% |
| 1Y | -6.5% | -41.9% | +35.4% | -1.5% |
| 3Y | -25.2% | +106.8% | -132.0% | -34.1% |
| 5Y | -19.5% | +231.6% | -251.1% | -34.2% |
| 10Y | +285.8% | +258.4% | +27.4% | +200.9% |
| All | +716.9% | +132.6% | +584.4% | +580.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling