+206.7%
UAL vs CDW
-21.8%
+228.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +8.2% | +2.1% | +6.1% | +7.2% |
| 30D | +2.3% | +14.7% | -12.4% | -3.4% |
| 3M | -12.7% | +11.1% | -23.8% | -17.2% |
| 6M | +12.7% | +45.6% | -32.9% | -8.4% |
| YTD | +0.8% | +17.1% | -16.3% | -11.5% |
| 1Y | +17.8% | +13.2% | +4.6% | +6.1% |
| 3Y | +206.7% | -22.2% | +228.9% | +201.1% |
| All | +206.7% | -21.8% | +228.5% | +201.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling