+252.3%
UAL vs CDW
+942.7%
-690.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.1% | +1.6% | -0.9% |
| 7D | +5.0% | -4.1% | +9.1% | +7.2% |
| 30D | -1.2% | +16.7% | -18.0% | -10.7% |
| 3M | -16.8% | +13.6% | -30.4% | -24.6% |
| 6M | +18.0% | +17.0% | +0.9% | -1.5% |
| YTD | -1.2% | +18.1% | -19.3% | -19.1% |
| 1Y | +14.3% | +10.5% | +3.9% | -1.8% |
| 3Y | +194.6% | -20.9% | +215.5% | +210.9% |
| 5Y | +109.6% | -9.3% | +118.9% | +96.9% |
| 10Y | +93.1% | +310.6% | -217.5% | -18.8% |
| All | +252.3% | +942.7% | -690.3% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling