+92.2%
CNC vs CDW
+271.4%
-179.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -3.9% | -7.4% | +3.5% | -1.6% |
| 30D | +0.8% | +5.8% | -5.0% | -1.3% |
| 3M | +0.1% | +10.8% | -10.7% | -4.5% |
| 6M | +79.7% | +21.5% | +58.2% | +62.4% |
| YTD | +58.9% | +6.4% | +52.6% | +49.8% |
| 1Y | +109.1% | -14.8% | +123.9% | +112.8% |
| 3Y | 0.0% | -29.9% | +29.9% | +5.9% |
| 5Y | +9.5% | -22.9% | +32.4% | +7.7% |
| All | +92.2% | +271.4% | -179.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CDW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling