+81.0%
USO vs CDW
+338.4%
-257.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -2.7% | +2.6% | -5.3% | -3.4% |
| 30D | -6.3% | +20.4% | -26.7% | -10.7% |
| 3M | +10.9% | +28.5% | -17.6% | +3.4% |
| 6M | +2.0% | +70.6% | -68.6% | -12.8% |
| YTD | +104.6% | +29.1% | +75.5% | +86.5% |
| 1Y | +94.5% | +23.8% | +70.8% | +79.2% |
| 3Y | +97.1% | -14.5% | +111.5% | +95.8% |
| 5Y | +151.6% | -1.6% | +153.2% | +131.9% |
| 10Y | +81.0% | +322.0% | -241.0% | +30.8% |
| All | +81.0% | +338.4% | -257.4% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling