-25.0%
CDW vs URA
+114.7%
-139.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +9.3% | +7.4% | +1.9% | +8.7% |
| 3M | +9.8% | -8.4% | +18.2% | +10.5% |
| 6M | +23.3% | -12.7% | +36.1% | +23.9% |
| YTD | +13.7% | +7.8% | +5.9% | +9.9% |
| 1Y | -6.5% | +19.5% | -25.9% | -11.7% |
| All | -25.0% | +114.7% | -139.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling