+113.9%
CNH vs CDW
+338.4%
-224.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.8% |
| 7D | +6.7% | +2.6% | +4.1% | +5.4% |
| 30D | +7.2% | +20.4% | -13.2% | -2.7% |
| 3M | +17.5% | +28.5% | -11.0% | +2.0% |
| 6M | +15.0% | +70.6% | -55.6% | -16.3% |
| YTD | +36.8% | +29.1% | +7.7% | +11.7% |
| 1Y | +27.6% | +23.8% | +3.9% | +6.8% |
| 3Y | +34.3% | -14.5% | +48.8% | +34.0% |
| 5Y | -12.2% | -1.6% | -10.7% | -21.2% |
| 10Y | +113.9% | +322.0% | -208.1% | +8.9% |
| All | +113.9% | +338.4% | -224.6% | +8.9% |
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