+92.6%
UAL vs CDW
+303.2%
-210.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.6% |
| 7D | +8.2% | +2.1% | +6.1% | +6.5% |
| 30D | +2.3% | +14.7% | -12.4% | -6.8% |
| 3M | -12.7% | +11.1% | -23.8% | -20.1% |
| 6M | +12.7% | +45.6% | -32.9% | -17.1% |
| YTD | +0.8% | +17.1% | -16.3% | -17.9% |
| 1Y | +17.8% | +13.2% | +4.6% | -1.5% |
| 3Y | +206.7% | -22.2% | +228.9% | +228.1% |
| 5Y | +113.9% | -10.1% | +124.0% | +99.2% |
| All | +92.6% | +303.2% | -210.6% | -12.1% |
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