+199.3%
URI vs CDW
-5.0%
+204.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.8% | +2.0% | +4.7% |
| 7D | -4.0% | +9.3% | -13.3% | -8.2% |
| 30D | +6.8% | +15.8% | -9.0% | -0.8% |
| 3M | -2.8% | +21.8% | -24.6% | -13.1% |
| 6M | +20.9% | +58.8% | -37.9% | -9.5% |
| YTD | +40.2% | +22.8% | +17.5% | +16.9% |
| 1Y | +34.1% | +17.9% | +16.2% | +15.0% |
| 3Y | +164.1% | -17.4% | +181.6% | +179.4% |
| 5Y | +199.3% | -5.7% | +205.1% | +172.3% |
| All | +199.3% | -5.0% | +204.4% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling