+124.0%
CNH vs CDW
+325.6%
-201.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.8% | +6.1% | +8.6% |
| 7D | +8.6% | +9.3% | -0.8% | +3.7% |
| 30D | +12.6% | +15.8% | -3.2% | +4.1% |
| 3M | +17.5% | +21.8% | -4.3% | +4.7% |
| 6M | +18.1% | +58.8% | -40.7% | -10.7% |
| YTD | +40.4% | +22.8% | +17.6% | +17.6% |
| 1Y | +34.0% | +17.9% | +16.1% | +14.9% |
| 3Y | +35.3% | -17.4% | +52.7% | +37.0% |
| 5Y | -5.1% | -5.7% | +0.6% | -13.0% |
| 10Y | +124.0% | +319.5% | -195.5% | +32.3% |
| All | +124.0% | +325.6% | -201.6% | +32.3% |
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