-7.7%
SRE vs CDW
+13.2%
-20.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.7% | -15.6% | -2.4% |
| 7D | -2.1% | +3.7% | -5.8% | -1.8% |
| 30D | +6.1% | +26.0% | -19.9% | +7.0% |
| 3M | -3.5% | +10.1% | -13.6% | -2.9% |
| 6M | -10.8% | +26.1% | -36.9% | -9.6% |
| YTD | -4.0% | +25.9% | -29.8% | -2.6% |
| 1Y | -7.7% | +21.5% | -29.2% | -5.9% |
| All | -7.7% | +13.2% | -20.8% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling