+149.5%
CNH vs CDW
+263.0%
-113.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.4% | -3.0% |
| 7D | +8.8% | -3.9% | +12.7% | +10.9% |
| 30D | +24.7% | +6.9% | +17.8% | +19.8% |
| 3M | +27.3% | +7.7% | +19.7% | +20.7% |
| 6M | +23.2% | +18.3% | +4.8% | +6.1% |
| YTD | +48.9% | +7.8% | +41.2% | +34.6% |
| 1Y | +19.4% | -12.2% | +31.6% | +20.7% |
| 3Y | +7.8% | -28.9% | +36.7% | +19.2% |
| 5Y | +8.7% | -22.8% | +31.5% | +11.9% |
| 10Y | +149.5% | +266.1% | -116.5% | +33.6% |
| All | +149.5% | +263.0% | -113.4% | +33.6% |
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