+31.1%
UL vs CDW
-10.5%
+41.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | +1.1% | +2.1% | -1.0% | +0.9% |
| 30D | +8.2% | +14.7% | -6.5% | +6.8% |
| 3M | +4.5% | +11.1% | -6.6% | +3.3% |
| 6M | +12.6% | +45.6% | -33.0% | +8.0% |
| YTD | +3.5% | +17.1% | -13.6% | +0.9% |
| 1Y | -0.4% | +13.2% | -13.6% | -2.5% |
| 3Y | +36.0% | -22.2% | +58.2% | +38.3% |
| All | +31.1% | -10.5% | +41.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling