-12.2%
CDW vs SGI
-19.6%
+7.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.7% | -5.2% |
| 7D | -3.9% | +9.3% | -13.2% | -4.4% |
| 30D | +6.9% | +6.9% | 0.0% | +6.5% |
| 3M | +7.7% | +2.8% | +4.8% | +7.2% |
| 6M | +18.3% | -12.6% | +30.9% | +18.9% |
| YTD | +7.8% | -21.5% | +29.3% | +11.9% |
| 1Y | -12.2% | -18.8% | +6.6% | -6.3% |
| All | -12.2% | -19.6% | +7.4% | -6.3% |
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