+164.3%
USB vs CDW
+1,010.9%
-846.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.7% | -10.8% | -3.2% |
| 7D | +2.4% | +3.7% | -1.3% | +0.5% |
| 30D | +6.6% | +26.0% | -19.4% | -3.6% |
| 3M | -4.1% | +10.1% | -14.2% | -9.4% |
| 6M | +12.5% | +26.1% | -13.6% | -3.0% |
| YTD | +17.6% | +25.9% | -8.2% | +0.7% |
| 1Y | +36.5% | +21.5% | +15.0% | +18.6% |
| 3Y | +95.4% | -15.7% | +111.1% | +96.1% |
| 5Y | +26.1% | -2.3% | +28.4% | +15.3% |
| 10Y | +101.3% | +337.4% | -236.2% | +5.2% |
| All | +164.3% | +1,010.9% | -846.6% | +24.2% |
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