+77.0%
USO vs CDW
+262.5%
-185.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.0% |
| 7D | +6.2% | -4.2% | +10.5% | +7.2% |
| 30D | +19.1% | +4.9% | +14.2% | +17.3% |
| 3M | +14.2% | +7.3% | +6.9% | +10.9% |
| 6M | +43.7% | +19.2% | +24.6% | +34.4% |
| YTD | +116.8% | +6.2% | +110.7% | +108.5% |
| 1Y | +104.3% | -14.0% | +118.4% | +107.7% |
| 3Y | +91.5% | -30.0% | +121.5% | +100.5% |
| 5Y | +214.1% | -23.6% | +237.7% | +211.8% |
| 10Y | +77.0% | +269.4% | -192.4% | +24.2% |
| All | +77.0% | +262.5% | -185.5% | +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 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