-3.2%
CDW vs CNI
+8.8%
-11.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | +9.1% | +1.0% | +8.1% | +8.5% |
| 30D | +13.7% | +7.5% | +6.2% | +9.5% |
| 3M | +27.0% | +1.7% | +25.3% | +25.9% |
| 6M | +75.9% | +15.4% | +60.5% | +62.7% |
| YTD | +28.9% | +31.5% | -2.6% | +9.0% |
| 1Y | +19.6% | +32.8% | -13.2% | +0.4% |
| 3Y | -14.6% | +21.7% | -36.3% | -26.0% |
| 5Y | -3.2% | +8.7% | -11.8% | -11.3% |
| All | -3.2% | +8.8% | -11.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling