+298.9%
CDW vs SGI
+319.5%
-20.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +9.3% | -5.3% | +14.6% | +10.9% |
| 30D | +14.4% | -2.1% | +16.4% | +15.0% |
| 3M | +21.4% | -8.2% | +29.6% | +24.1% |
| 6M | +72.8% | -4.6% | +77.4% | +73.3% |
| YTD | +28.0% | -31.5% | +59.5% | +39.3% |
| 1Y | +19.3% | -30.8% | +50.2% | +29.5% |
| 3Y | -15.3% | +67.2% | -82.5% | -29.7% |
| 5Y | -3.8% | +42.5% | -46.3% | -20.0% |
| All | +298.9% | +319.5% | -20.6% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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