+255.2%
UAL vs CDW
+903.1%
-647.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | +0.7% | +3.2% | -2.5% | -1.4% |
| 30D | -16.1% | +9.3% | -25.4% | -21.2% |
| 3M | +6.1% | +9.8% | -3.7% | -2.3% |
| 6M | +10.8% | +23.3% | -12.5% | -10.3% |
| YTD | -0.4% | +13.7% | -14.0% | -15.4% |
| 1Y | +5.0% | -6.5% | +11.5% | +1.6% |
| 3Y | +124.0% | -25.2% | +149.3% | +148.2% |
| 5Y | +141.0% | -19.5% | +160.5% | +147.5% |
| 10Y | +118.0% | +285.8% | -167.8% | -3.9% |
| All | +255.2% | +903.1% | -647.9% | +34.3% |
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