+863.2%
CDW vs CNI
+219.1%
+644.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.2% | -2.1% | +5.3% | +4.4% |
| 30D | +9.3% | -3.3% | +12.6% | +11.3% |
| 3M | +9.8% | +3.8% | +6.0% | +7.3% |
| 6M | +23.3% | +12.7% | +10.7% | +13.9% |
| YTD | +13.7% | +26.3% | -12.6% | -2.2% |
| 1Y | -6.5% | +29.9% | -36.4% | -21.1% |
| 3Y | -25.2% | +15.9% | -41.2% | -33.5% |
| 5Y | -19.5% | +6.9% | -26.4% | -25.6% |
| 10Y | +285.8% | +126.8% | +159.0% | +137.2% |
| All | +863.2% | +219.1% | +644.2% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling