-33.7%
UPS vs CDW
-19.1%
-14.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.9% | +3.2% | -6.1% | -3.8% |
| 30D | -3.5% | +9.3% | -12.8% | -6.3% |
| 3M | -5.7% | +9.8% | -15.5% | -9.2% |
| 6M | -4.4% | +23.3% | -27.7% | -13.3% |
| YTD | +8.0% | +13.7% | -5.6% | +0.6% |
| 1Y | +29.0% | -6.5% | +35.5% | +29.0% |
| 3Y | -27.7% | -25.2% | -2.5% | -23.5% |
| All | -33.7% | -19.1% | -14.6% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling