+20.2%
SGOV vs CDW
+40.2%
-19.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | -4.2% | +4.3% | +0.1% |
| 30D | +0.3% | +4.9% | -4.6% | +0.3% |
| 3M | +0.9% | +7.3% | -6.4% | +0.9% |
| 6M | +1.8% | +19.2% | -17.3% | +1.8% |
| YTD | +2.5% | +6.2% | -3.7% | +2.5% |
| 1Y | +3.8% | -14.0% | +17.8% | +3.8% |
| 3Y | +14.4% | -30.0% | +44.3% | +14.3% |
| 5Y | +20.2% | -23.6% | +43.7% | +20.1% |
| All | +20.2% | +40.2% | -19.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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