+46.9%
UNP vs CDW
-25.0%
+72.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -5.3% | +3.2% | -8.5% | -5.9% |
| 30D | -1.5% | +9.3% | -10.8% | -3.1% |
| 3M | +10.3% | +9.8% | +0.5% | +8.0% |
| 6M | +9.7% | +23.3% | -13.7% | +3.0% |
| YTD | +27.1% | +13.7% | +13.4% | +21.8% |
| 1Y | +32.6% | -6.5% | +39.1% | +33.9% |
| All | +46.9% | -25.0% | +72.0% | +49.6% |
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