+741.7%
CDW vs SFM
+40.3%
+701.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +4.0% | -0.3% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +14.7% | -24.8% | +39.5% | +17.9% |
| 3M | +11.1% | -43.7% | +54.8% | +17.9% |
| 6M | +45.6% | -37.3% | +82.8% | +51.8% |
| YTD | +17.1% | -38.4% | +55.5% | +22.0% |
| 1Y | +13.2% | -36.9% | +50.1% | +17.5% |
| 3Y | -22.2% | +20.7% | -42.9% | -27.3% |
| 5Y | -10.1% | +103.5% | -113.6% | -22.6% |
| 10Y | +307.0% | +139.7% | +167.2% | +231.6% |
| All | +741.7% | +40.3% | +701.4% | +639.2% |
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