-25.1%
UPS vs CDW
-25.0%
-0.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.9% | +3.2% | -6.1% | -3.6% |
| 30D | -3.5% | +9.3% | -12.8% | -5.6% |
| 3M | -5.7% | +9.8% | -15.5% | -8.3% |
| 6M | -4.4% | +23.3% | -27.7% | -11.5% |
| YTD | +8.0% | +13.7% | -5.6% | +2.2% |
| 1Y | +29.0% | -6.5% | +35.5% | +29.8% |
| All | -25.1% | -25.0% | -0.1% | -23.9% |
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