-22.2%
CDW vs UEC
+19.3%
-41.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.8% | -7.7% | -1.2% |
| 7D | +2.1% | -10.2% | +12.3% | +2.5% |
| 30D | +14.7% | -26.9% | +41.7% | +16.3% |
| 3M | +11.1% | -35.7% | +46.8% | +13.2% |
| 6M | +45.6% | -56.1% | +101.7% | +50.4% |
| YTD | +17.1% | -40.8% | +57.9% | +17.3% |
| 1Y | +13.2% | -43.4% | +56.5% | +13.4% |
| 3Y | -22.2% | +25.4% | -47.6% | -29.0% |
| All | -22.2% | +19.3% | -41.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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