+269.4%
CDW vs SGI
+263.3%
+6.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -0.9% |
| 7D | -4.2% | +0.6% | -4.8% | -4.4% |
| 30D | +4.9% | +5.5% | -0.7% | +3.3% |
| 3M | +7.3% | -3.6% | +10.9% | +7.7% |
| 6M | +19.2% | -15.0% | +34.2% | +22.3% |
| YTD | +6.2% | -23.0% | +29.2% | +11.8% |
| 1Y | -14.0% | -18.4% | +4.4% | -11.4% |
| 3Y | -30.0% | +57.8% | -87.7% | -40.8% |
| 5Y | -23.6% | +51.5% | -75.0% | -37.1% |
| 10Y | +269.4% | +275.2% | -5.8% | +114.5% |
| All | +269.4% | +263.3% | +6.1% | +114.5% |
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