+172.5%
CNC vs CDW
+315.4%
-142.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -5.3% | +9.1% | -14.3% | -7.9% |
| 30D | +2.0% | +13.7% | -11.7% | -2.1% |
| 3M | +4.8% | +27.0% | -22.3% | -3.4% |
| 6M | +18.5% | +75.9% | -57.4% | -3.4% |
| YTD | +70.8% | +28.9% | +41.9% | +50.9% |
| 1Y | +94.1% | +19.6% | +74.5% | +76.4% |
| 3Y | -2.2% | -14.6% | +12.4% | -2.8% |
| 5Y | -7.4% | -3.2% | -4.2% | -15.7% |
| All | +172.5% | +315.4% | -142.9% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling