-23.6%
CDW vs CNI
+10.3%
-33.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.1% |
| 7D | -4.2% | +0.9% | -5.1% | -4.7% |
| 30D | +4.9% | -2.1% | +7.0% | +6.0% |
| 3M | +7.3% | +1.8% | +5.5% | +6.1% |
| 6M | +19.2% | +14.8% | +4.4% | +9.4% |
| YTD | +6.2% | +25.4% | -19.2% | -7.7% |
| 1Y | -14.0% | +32.9% | -46.9% | -28.1% |
| 3Y | -30.0% | +20.2% | -50.2% | -39.1% |
| 5Y | -23.6% | +12.2% | -35.7% | -31.5% |
| All | -23.6% | +10.3% | -33.9% | -31.5% |
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