+96.6%
USB vs CDW
-15.9%
+112.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.7% | -10.8% | -0.9% |
| 7D | +2.4% | +3.7% | -1.3% | +1.4% |
| 30D | +6.6% | +26.0% | -19.4% | +0.9% |
| 3M | -4.1% | +10.1% | -14.2% | -6.7% |
| 6M | +12.5% | +26.1% | -13.6% | +3.9% |
| YTD | +17.6% | +25.9% | -8.2% | +8.1% |
| 1Y | +36.5% | +21.5% | +15.0% | +27.1% |
| All | +96.6% | -15.9% | +112.5% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling