-1.3%
CNC vs CDW
-29.2%
+28.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -3.4% |
| 7D | -1.0% | -3.9% | +2.9% | -0.8% |
| 30D | -1.8% | +6.9% | -8.7% | -2.1% |
| 3M | -0.7% | +7.7% | -8.4% | -1.3% |
| 6M | +47.9% | +18.3% | +29.6% | +44.9% |
| YTD | +56.9% | +7.8% | +49.2% | +54.8% |
| 1Y | +123.9% | -12.2% | +136.1% | +124.5% |
| 3Y | -1.3% | -28.9% | +27.7% | +2.2% |
| All | -1.3% | -29.2% | +28.0% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling