-15.3%
CDW vs UEC
+18.1%
-33.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | +9.3% | -3.8% | +13.1% | +9.5% |
| 30D | +14.4% | -13.5% | +27.9% | +15.0% |
| 3M | +21.4% | -40.5% | +61.9% | +24.1% |
| 6M | +72.8% | -56.7% | +129.5% | +78.7% |
| YTD | +28.0% | -43.0% | +71.0% | +28.4% |
| 1Y | +19.3% | -42.5% | +61.9% | +19.3% |
| 3Y | -15.3% | +11.6% | -26.9% | -23.3% |
| All | -15.3% | +18.1% | -33.4% | -23.3% |
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