+266.1%
CDW vs USFR
+28.1%
+238.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -3.9% | +0.1% | -3.9% | -3.9% |
| 30D | +6.9% | +0.3% | +6.6% | +6.7% |
| 3M | +7.7% | +1.0% | +6.7% | +7.2% |
| 6M | +18.3% | +1.9% | +16.4% | +17.4% |
| YTD | +7.8% | +2.7% | +5.1% | +6.6% |
| 1Y | -12.2% | +4.0% | -16.2% | -13.5% |
| 3Y | -28.9% | +14.0% | -43.0% | -32.9% |
| 5Y | -22.8% | +20.4% | -43.2% | -29.2% |
| 10Y | +266.1% | +28.1% | +238.0% | +223.5% |
| All | +266.1% | +28.1% | +238.0% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling