+146.5%
CDW vs USHY
+50.7%
+95.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | +3.2% | -0.1% | +3.3% | +3.5% |
| 30D | +9.3% | +0.1% | +9.2% | +9.2% |
| 3M | +9.8% | +0.8% | +9.0% | +8.1% |
| 6M | +23.3% | +1.7% | +21.6% | +18.9% |
| YTD | +13.7% | +2.5% | +11.2% | +8.0% |
| 1Y | -6.5% | +4.4% | -10.9% | -14.4% |
| 3Y | -25.2% | +27.4% | -52.6% | -53.4% |
| 5Y | -19.5% | +21.7% | -41.2% | -43.5% |
| All | +146.5% | +50.7% | +95.7% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling