+146.1%
USO vs CDW
-5.0%
+151.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.8% | -8.7% | -4.2% |
| 7D | -9.1% | +9.3% | -18.4% | -9.8% |
| 30D | -3.7% | +15.8% | -19.5% | -5.0% |
| 3M | +20.9% | +21.8% | -0.9% | +18.5% |
| 6M | +6.8% | +58.8% | -52.0% | +0.9% |
| YTD | +106.3% | +22.8% | +83.5% | +101.2% |
| 1Y | +100.2% | +17.9% | +82.3% | +96.1% |
| 3Y | +103.1% | -17.4% | +120.5% | +103.7% |
| 5Y | +146.1% | -5.7% | +151.8% | +134.8% |
| All | +146.1% | -5.0% | +151.1% | +134.8% |
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