+655.6%
CDW vs USFR
+27.5%
+628.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +9.3% | +0.3% | +9.0% | +9.2% |
| 3M | +9.8% | +1.0% | +8.8% | +9.5% |
| 6M | +23.3% | +1.9% | +21.4% | +22.6% |
| YTD | +13.7% | +2.6% | +11.0% | +12.8% |
| 1Y | -6.5% | +4.0% | -10.5% | -7.6% |
| 3Y | -25.2% | +14.1% | -39.3% | -28.2% |
| 5Y | -19.5% | +20.4% | -39.9% | -24.1% |
| 10Y | +285.8% | +28.0% | +257.8% | +257.3% |
| All | +655.6% | +27.5% | +628.1% | +613.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling