+117.8%
UAL vs CDW
+283.9%
-166.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | +0.7% | +3.2% | -2.5% | -1.4% |
| 30D | -16.1% | +9.3% | -25.4% | -21.4% |
| 3M | +6.1% | +9.8% | -3.7% | -2.7% |
| 6M | +10.8% | +23.3% | -12.5% | -11.3% |
| YTD | -0.4% | +13.7% | -14.0% | -16.1% |
| 1Y | +5.0% | -6.5% | +11.5% | +1.6% |
| 3Y | +124.0% | -25.2% | +149.3% | +149.4% |
| 5Y | +141.0% | -19.5% | +160.5% | +146.1% |
| All | +117.8% | +283.9% | -166.1% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling