-5.3%
CDW vs USHY
+3.5%
-8.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +0.9% | -0.7% | +1.6% | +2.1% |
| 30D | +13.1% | -0.7% | +13.7% | +14.4% |
| 3M | +19.7% | +0.1% | +19.6% | +19.9% |
| 6M | +30.7% | +1.8% | +28.9% | +27.0% |
| YTD | +14.7% | +1.8% | +12.9% | +11.0% |
| 1Y | -5.3% | +3.3% | -8.6% | -13.8% |
| All | -5.3% | +3.5% | -8.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling