+863.2%
CDW vs URA
+106.8%
+756.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | +9.3% | +7.4% | +1.9% | +7.5% |
| 3M | +9.8% | -8.4% | +18.2% | +11.4% |
| 6M | +23.3% | -12.7% | +36.1% | +24.8% |
| YTD | +13.7% | +7.8% | +5.9% | +7.5% |
| 1Y | -6.5% | +19.5% | -25.9% | -15.0% |
| 3Y | -25.2% | +116.4% | -141.7% | -44.8% |
| 5Y | -19.5% | +134.3% | -153.8% | -44.8% |
| 10Y | +285.8% | +359.3% | -73.4% | +96.0% |
| All | +863.2% | +106.8% | +756.5% | +461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling