-18.9%
CDW vs URA
+128.0%
-146.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +9.3% | +7.4% | +1.9% | +8.1% |
| 3M | +9.8% | -8.4% | +18.2% | +11.0% |
| 6M | +23.3% | -12.7% | +36.1% | +24.4% |
| YTD | +13.7% | +7.8% | +5.9% | +8.8% |
| 1Y | -6.5% | +19.5% | -25.9% | -13.2% |
| 3Y | -25.2% | +116.4% | -141.7% | -41.7% |
| All | -18.9% | +128.0% | -146.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling