+442.6%
CNC vs CDW
+1,039.4%
-596.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | -7.3% | +2.6% | -9.8% | -8.1% |
| 30D | +5.2% | +20.4% | -15.2% | -1.0% |
| 3M | +8.6% | +28.5% | -19.8% | -0.5% |
| 6M | +25.1% | +70.6% | -45.6% | +2.6% |
| YTD | +71.3% | +29.1% | +42.2% | +50.9% |
| 1Y | +99.3% | +23.8% | +75.5% | +78.3% |
| 3Y | -1.9% | -14.5% | +12.5% | -3.0% |
| 5Y | -6.4% | -1.6% | -4.8% | -15.3% |
| 10Y | +178.1% | +322.0% | -143.9% | +30.6% |
| All | +442.6% | +1,039.4% | -596.8% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling