+41.2%
USB vs CDW
-19.1%
+60.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.4% | +3.2% | -1.7% | +0.4% |
| 30D | -1.3% | +9.3% | -10.6% | -4.4% |
| 3M | +15.2% | +9.8% | +5.4% | +10.5% |
| 6M | +18.8% | +23.3% | -4.5% | +6.4% |
| YTD | +21.0% | +13.7% | +7.4% | +11.8% |
| 1Y | +34.0% | -6.5% | +40.5% | +34.3% |
| 3Y | +95.3% | -25.2% | +120.6% | +109.3% |
| All | +41.2% | -19.1% | +60.3% | +49.4% |
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 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