+100.2%
UAL vs CDW
+325.6%
-225.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.8% | +1.9% | +3.8% |
| 7D | +10.2% | +9.3% | +0.9% | +4.2% |
| 30D | +12.0% | +15.8% | -3.8% | +1.6% |
| 3M | -7.1% | +21.8% | -28.9% | -19.6% |
| 6M | +20.9% | +58.8% | -37.9% | -15.8% |
| YTD | +7.7% | +22.8% | -15.1% | -14.8% |
| 1Y | +23.6% | +17.9% | +5.6% | +0.9% |
| 3Y | +222.6% | -17.4% | +240.0% | +232.3% |
| 5Y | +127.9% | -5.7% | +133.7% | +106.3% |
| 10Y | +100.2% | +319.5% | -219.3% | -13.6% |
| All | +100.2% | +325.6% | -225.4% | -13.6% |
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