-23.6%
CDW vs SIRI
-44.1%
+20.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -4.2% | -3.9% | -0.3% | -3.7% |
| 30D | +4.9% | -0.8% | +5.7% | +4.9% |
| 3M | +7.3% | +4.3% | +3.0% | +6.5% |
| 6M | +19.2% | +34.1% | -14.9% | +13.6% |
| YTD | +6.2% | +47.3% | -41.1% | -0.3% |
| 1Y | -14.0% | +22.9% | -36.9% | -17.2% |
| 3Y | -30.0% | -24.6% | -5.4% | -30.7% |
| 5Y | -23.6% | -43.2% | +19.6% | -21.3% |
| All | -23.6% | -44.1% | +20.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling