-18.3%
USAR vs CDW
-11.9%
-6.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.7% | +10.9% |
| 7D | -14.5% | +2.1% | -16.6% | -14.5% |
| 30D | -37.8% | +14.7% | -52.6% | -38.3% |
| 3M | -52.8% | +11.1% | -63.9% | -53.1% |
| 6M | -71.2% | +45.6% | -116.8% | -71.7% |
| YTD | -30.9% | +17.1% | -48.0% | -31.3% |
| 1Y | -48.0% | +13.2% | -61.2% | -48.1% |
| 3Y | -19.7% | -22.2% | +2.5% | -19.5% |
| All | -18.3% | -11.9% | -6.5% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling