-14.7%
CDW vs CNI
+22.0%
-36.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +9.1% | +1.0% | +8.1% | +8.6% |
| 30D | +13.7% | +7.5% | +6.2% | +10.4% |
| 3M | +27.0% | +1.7% | +25.3% | +26.2% |
| 6M | +75.9% | +15.4% | +60.5% | +65.7% |
| YTD | +28.9% | +31.5% | -2.6% | +12.3% |
| 1Y | +19.6% | +32.8% | -13.2% | +3.6% |
| All | -14.7% | +22.0% | -36.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling