-21.4%
USAR vs CDW
-4.9%
-16.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.9% | -12.5% | -9.8% |
| 7D | -9.1% | +13.1% | -22.2% | -9.8% |
| 30D | -36.9% | +19.1% | -56.1% | -37.6% |
| 3M | -58.4% | +24.7% | -83.1% | -59.0% |
| 6M | -70.6% | +63.4% | -134.0% | -71.3% |
| YTD | -33.4% | +26.3% | -59.8% | -34.2% |
| 1Y | -54.0% | +20.6% | -74.6% | -54.4% |
| 3Y | -22.7% | -16.3% | -6.3% | -22.9% |
| All | -21.4% | -4.9% | -16.4% | -21.4% |
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