-11.1%
SRE vs CDW
+19.9%
-31.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +1.8% | +9.3% | -7.6% | +2.0% |
| 30D | -3.0% | +14.4% | -17.3% | -2.5% |
| 3M | -7.3% | +21.4% | -28.7% | -6.5% |
| 6M | -11.9% | +72.8% | -84.7% | -11.2% |
| YTD | -7.9% | +28.0% | -35.9% | -6.0% |
| 1Y | -11.1% | +19.3% | -30.5% | -7.7% |
| All | -11.1% | +19.9% | -31.1% | -7.7% |
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