+203.0%
SRE vs CDW
+903.1%
-700.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -0.3% | +3.2% | -3.5% | -1.1% |
| 30D | -0.7% | +9.3% | -10.0% | -3.1% |
| 3M | -6.3% | +9.8% | -16.1% | -9.2% |
| 6M | -10.7% | +23.3% | -34.0% | -17.3% |
| YTD | -3.5% | +13.7% | -17.1% | -9.0% |
| 1Y | +5.3% | -6.5% | +11.8% | +4.4% |
| 3Y | +31.8% | -25.2% | +57.0% | +36.3% |
| 5Y | +47.4% | -19.5% | +66.8% | +46.2% |
| 10Y | +120.6% | +285.8% | -165.3% | +50.6% |
| All | +203.0% | +903.1% | -700.1% | +83.6% |
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