+19.3%
CDW vs CNI
+32.7%
-13.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +9.3% | +2.5% | +6.8% | +8.6% |
| 30D | +14.4% | +6.1% | +8.2% | +13.1% |
| 3M | +21.4% | +0.1% | +21.3% | +21.5% |
| 6M | +72.8% | +14.9% | +57.9% | +69.8% |
| YTD | +28.0% | +30.9% | -2.9% | +17.2% |
| 1Y | +19.3% | +33.9% | -14.6% | +8.6% |
| All | +19.3% | +32.7% | -13.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling