+399.4%
UNP vs CDW
+933.5%
-534.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -4.6% | +2.1% | -6.6% | -5.5% |
| 30D | +5.6% | +14.7% | -9.1% | +0.2% |
| 3M | -1.3% | +11.1% | -12.4% | -6.1% |
| 6M | +9.2% | +45.6% | -36.3% | -7.6% |
| YTD | +27.3% | +17.1% | +10.2% | +14.5% |
| 1Y | +35.9% | +13.2% | +22.7% | +23.7% |
| 3Y | +45.5% | -22.2% | +67.7% | +49.3% |
| 5Y | +36.0% | -10.1% | +46.1% | +27.9% |
| 10Y | +307.2% | +307.0% | +0.2% | +111.9% |
| All | +399.4% | +933.5% | -534.1% | +120.1% |
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 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