+200.5%
USO vs CDW
-22.8%
+223.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.1% | +3.4% |
| 7D | +3.6% | -3.9% | +7.4% | +3.9% |
| 30D | +23.8% | +6.9% | +16.9% | +22.8% |
| 3M | +8.1% | +7.7% | +0.4% | +6.7% |
| 6M | +34.3% | +18.3% | +15.9% | +31.1% |
| YTD | +111.1% | +7.8% | +103.4% | +108.4% |
| 1Y | +99.9% | -12.2% | +112.1% | +102.7% |
| 3Y | +86.5% | -28.9% | +115.4% | +90.4% |
| 5Y | +200.5% | -22.8% | +223.3% | +221.8% |
| All | +200.5% | -22.8% | +223.3% | +221.8% |
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 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