+75.4%
USAR vs CDW
-18.9%
+94.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.6% |
| 7D | +2.3% | -3.9% | +6.2% | +2.6% |
| 30D | -8.6% | +6.9% | -15.5% | -9.1% |
| 3M | -20.5% | +7.7% | -28.2% | -21.0% |
| 6M | +1.2% | +18.3% | -17.1% | +0.4% |
| YTD | +48.4% | +7.8% | +40.6% | +47.9% |
| 1Y | +30.6% | -12.2% | +42.8% | +30.8% |
| 3Y | +73.6% | -28.9% | +102.6% | +74.6% |
| All | +75.4% | -18.9% | +94.3% | +76.8% |
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