+106.3%
CNH vs CDW
+329.6%
-223.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -5.7% |
| 7D | +4.5% | +13.1% | -8.6% | -1.8% |
| 30D | +7.6% | +19.1% | -11.5% | -1.8% |
| 3M | +17.0% | +24.7% | -7.7% | +3.0% |
| 6M | +12.9% | +63.4% | -50.4% | -15.8% |
| YTD | +34.3% | +26.3% | +7.9% | +10.9% |
| 1Y | +28.5% | +20.6% | +8.0% | +9.1% |
| 3Y | +31.9% | -16.3% | +48.2% | +32.9% |
| 5Y | -9.6% | -3.9% | -5.7% | -17.8% |
| 10Y | +106.3% | +331.5% | -225.2% | +11.3% |
| All | +106.3% | +329.6% | -223.3% | +11.3% |
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