+96.5%
UAL vs CDW
+338.4%
-242.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -3.2% |
| 7D | +2.3% | +2.6% | -0.3% | +0.6% |
| 30D | +13.3% | +20.4% | -7.1% | +0.2% |
| 3M | -6.3% | +28.5% | -34.8% | -21.6% |
| 6M | +22.5% | +70.6% | -48.1% | -18.6% |
| YTD | +5.9% | +29.1% | -23.2% | -18.9% |
| 1Y | +24.7% | +23.8% | +0.9% | -1.4% |
| 3Y | +211.6% | -14.5% | +226.1% | +214.4% |
| 5Y | +130.6% | -1.6% | +132.1% | +103.1% |
| 10Y | +96.5% | +322.0% | -225.5% | -15.1% |
| All | +96.5% | +338.4% | -242.0% | -15.1% |
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