+716.3%
CDW vs USFR
+28.5%
+687.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +9.3% | +0.1% | +9.3% | +9.3% |
| 30D | +15.8% | +0.4% | +15.4% | +15.6% |
| 3M | +21.8% | +1.1% | +20.7% | +21.4% |
| 6M | +58.8% | +2.0% | +56.8% | +57.8% |
| YTD | +22.8% | +3.4% | +19.4% | +21.5% |
| 1Y | +17.9% | +4.1% | +13.8% | +16.5% |
| 3Y | -17.4% | +14.3% | -31.8% | -20.8% |
| 5Y | -5.7% | +21.3% | -27.0% | -11.3% |
| 10Y | +319.5% | +28.5% | +291.0% | +287.9% |
| All | +716.3% | +28.5% | +687.7% | +668.9% |
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