-46.8%
USO vs CDW
+851.1%
-897.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.1% | +4.1% |
| 7D | +3.6% | -3.9% | +7.4% | +4.4% |
| 30D | +23.8% | +6.9% | +16.9% | +21.4% |
| 3M | +8.1% | +7.7% | +0.4% | +5.0% |
| 6M | +34.3% | +18.3% | +15.9% | +26.1% |
| YTD | +111.1% | +7.8% | +103.4% | +102.5% |
| 1Y | +99.9% | -12.2% | +112.1% | +101.8% |
| 3Y | +86.5% | -28.9% | +115.4% | +94.1% |
| 5Y | +200.5% | -22.8% | +223.3% | +198.4% |
| 10Y | +66.5% | +266.1% | -199.5% | +11.3% |
| All | -46.8% | +851.1% | -897.9% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling