+863.2%
CDW vs SGI
+604.3%
+259.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +3.2% | +8.5% | -5.4% | +0.9% |
| 30D | +9.3% | +0.7% | +8.6% | +8.9% |
| 3M | +9.8% | +0.6% | +9.2% | +9.0% |
| 6M | +23.3% | -17.9% | +41.3% | +27.6% |
| YTD | +13.7% | -21.2% | +34.8% | +18.7% |
| 1Y | -6.5% | -18.9% | +12.4% | -3.5% |
| 3Y | -25.2% | +52.6% | -77.9% | -35.8% |
| 5Y | -19.5% | +60.7% | -80.2% | -34.1% |
| 10Y | +285.8% | +278.1% | +7.7% | +131.1% |
| All | +863.2% | +604.3% | +259.0% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling