+121.0%
SRE vs CDW
+329.6%
-208.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.2% |
| 7D | -8.2% | +13.1% | -21.3% | -11.0% |
| 30D | -3.6% | +19.1% | -22.8% | -7.9% |
| 3M | -6.3% | +24.7% | -31.0% | -12.0% |
| 6M | -13.0% | +63.4% | -76.4% | -25.0% |
| YTD | -9.2% | +26.3% | -35.5% | -17.3% |
| 1Y | -13.1% | +20.6% | -33.7% | -19.8% |
| 3Y | +22.4% | -16.3% | +38.7% | +22.8% |
| 5Y | +47.1% | -3.9% | +51.1% | +38.1% |
| 10Y | +121.0% | +331.5% | -210.5% | +69.5% |
| All | +121.0% | +329.6% | -208.6% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling