-28.9%
CDW vs SIRI
-23.5%
-5.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.1% |
| 7D | -3.9% | +4.3% | -8.1% | -4.6% |
| 30D | +6.9% | -2.8% | +9.7% | +7.3% |
| 3M | +7.7% | +5.9% | +1.8% | +6.5% |
| 6M | +18.3% | +31.9% | -13.6% | +12.2% |
| YTD | +7.8% | +48.7% | -40.9% | -0.1% |
| 1Y | -12.2% | +23.2% | -35.4% | -16.1% |
| 3Y | -28.9% | -23.9% | -5.1% | -31.0% |
| All | -28.9% | -23.5% | -5.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling