+1,340.7%
URI vs CDW
+303.2%
+1,037.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | -9.8% | +2.1% | -11.9% | -11.8% |
| 30D | +1.7% | +14.7% | -13.0% | -7.7% |
| 3M | -9.1% | +11.1% | -20.2% | -17.6% |
| 6M | +9.9% | +45.6% | -35.7% | -20.0% |
| YTD | +31.2% | +17.1% | +14.1% | +5.8% |
| 1Y | +25.9% | +13.2% | +12.8% | +4.1% |
| 3Y | +147.4% | -22.2% | +169.6% | +160.7% |
| 5Y | +179.7% | -10.1% | +189.9% | +159.8% |
| All | +1,340.7% | +303.2% | +1,037.5% | +538.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling