+103.1%
USO vs CDW
-18.4%
+121.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.8% | -8.7% | -4.0% |
| 7D | -9.1% | +9.3% | -18.4% | -9.4% |
| 30D | -3.7% | +15.8% | -19.5% | -4.4% |
| 3M | +20.9% | +21.8% | -0.9% | +19.6% |
| 6M | +6.8% | +58.8% | -52.0% | +2.7% |
| YTD | +106.3% | +22.8% | +83.5% | +104.4% |
| 1Y | +100.2% | +17.9% | +82.3% | +99.0% |
| 3Y | +103.1% | -17.4% | +120.5% | +91.0% |
| All | +103.1% | -18.4% | +121.4% | +91.0% |
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