-3.7%
CDW vs USFR
+21.4%
-25.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | +0.1% | +9.3% | +9.3% |
| 30D | +14.4% | +0.4% | +14.0% | +14.1% |
| 3M | +21.4% | +1.1% | +20.4% | +20.5% |
| 6M | +72.8% | +2.0% | +70.8% | +71.0% |
| YTD | +28.0% | +3.5% | +24.6% | +26.9% |
| 1Y | +19.3% | +4.1% | +15.3% | +18.3% |
| 3Y | -15.3% | +14.4% | -29.7% | -13.7% |
| All | -3.7% | +21.4% | -25.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling