+36.1%
UPS vs CDW
+262.5%
-226.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | -3.7% | -4.2% | +0.6% | -2.3% |
| 30D | -3.7% | +4.9% | -8.6% | -5.5% |
| 3M | -6.6% | +7.3% | -13.8% | -9.8% |
| 6M | +2.6% | +19.2% | -16.6% | -6.7% |
| YTD | +4.8% | +6.2% | -1.4% | -0.9% |
| 1Y | +25.3% | -14.0% | +39.3% | +27.7% |
| 3Y | -26.9% | -30.0% | +3.1% | -21.3% |
| 5Y | -33.5% | -23.6% | -9.9% | -32.3% |
| 10Y | +36.1% | +269.4% | -233.3% | -10.7% |
| All | +36.1% | +262.5% | -226.4% | -10.7% |
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 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