-8.5%
CDW vs SGI
+58.5%
-67.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.4% | -5.3% |
| 7D | -4.1% | +5.3% | -9.4% | -5.5% |
| 30D | +16.7% | +8.2% | +8.6% | +14.2% |
| 3M | +13.6% | -2.2% | +15.8% | +14.1% |
| 6M | +17.0% | -8.4% | +25.5% | +18.1% |
| YTD | +18.1% | -23.4% | +41.6% | +25.7% |
| 1Y | +10.5% | -14.0% | +24.4% | +12.4% |
| 3Y | -20.9% | +78.8% | -99.7% | -38.0% |
| All | -8.5% | +58.5% | -67.0% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling