+4.2%
CNC vs CDW
-22.7%
+26.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -3.0% |
| 7D | -1.0% | -3.9% | +2.9% | -0.5% |
| 30D | -1.8% | +6.9% | -8.7% | -2.8% |
| 3M | -0.7% | +7.7% | -8.4% | -2.4% |
| 6M | +47.9% | +18.3% | +29.6% | +41.6% |
| YTD | +56.9% | +7.8% | +49.2% | +52.4% |
| 1Y | +123.9% | -12.2% | +136.1% | +126.2% |
| 3Y | -1.3% | -28.9% | +27.7% | +2.8% |
| All | +4.2% | -22.7% | +26.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling