+319.5%
CDW vs SGI
+413.4%
-93.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.6% | +3.9% |
| 7D | +9.3% | -0.2% | +9.5% | +9.5% |
| 30D | +15.8% | +6.6% | +9.2% | +13.9% |
| 3M | +21.8% | +1.8% | +20.0% | +21.1% |
| 6M | +58.8% | -3.9% | +62.7% | +59.1% |
| YTD | +22.8% | -25.2% | +48.0% | +30.5% |
| 1Y | +17.9% | -26.7% | +44.6% | +26.0% |
| 3Y | -17.4% | +86.8% | -104.2% | -33.5% |
| 5Y | -5.7% | +56.6% | -62.4% | -23.6% |
| 10Y | +319.5% | +384.3% | -64.8% | +134.5% |
| All | +319.5% | +413.4% | -93.9% | +134.5% |
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