+293.8%
UNP vs CDW
+325.6%
-31.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.5% | +0.7% |
| 7D | -3.3% | +9.3% | -12.6% | -6.4% |
| 30D | +6.7% | +15.8% | -9.1% | +0.9% |
| 3M | +1.8% | +21.8% | -20.0% | -6.3% |
| 6M | +13.3% | +58.8% | -45.4% | -7.4% |
| YTD | +30.3% | +22.8% | +7.6% | +15.1% |
| 1Y | +36.9% | +17.9% | +19.0% | +22.7% |
| 3Y | +50.9% | -17.4% | +68.4% | +52.0% |
| 5Y | +37.9% | -5.7% | +43.7% | +26.9% |
| 10Y | +293.8% | +319.5% | -25.7% | +109.1% |
| All | +293.8% | +325.6% | -31.8% | +109.1% |
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