-17.9%
USAR vs CDW
-2.8%
-15.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +4.2% |
| 7D | +0.8% | +2.6% | -1.8% | +0.6% |
| 30D | -30.1% | +20.4% | -50.5% | -30.8% |
| 3M | -56.3% | +28.5% | -84.8% | -56.9% |
| 6M | -68.6% | +70.6% | -139.2% | -69.3% |
| YTD | -30.5% | +29.1% | -59.6% | -31.5% |
| 1Y | -53.5% | +23.8% | -77.3% | -53.9% |
| 3Y | -19.3% | -14.5% | -4.8% | -19.6% |
| All | -17.9% | -2.8% | -15.1% | -18.1% |
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