+19.8%
CDW vs SGI
-31.8%
+51.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.6% | -10.5% | +13.1% | +4.7% |
| 30D | +20.4% | +0.1% | +20.3% | +20.7% |
| 3M | +28.5% | -4.0% | +32.4% | +29.5% |
| 6M | +70.6% | -5.6% | +76.2% | +70.9% |
| YTD | +29.1% | -29.5% | +58.6% | +39.9% |
| All | +19.8% | -31.8% | +51.6% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling