+10.3%
CNH vs CDW
-25.3%
+35.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | +23.3% | +3.2% | +20.1% | +22.2% |
| 30D | +33.5% | +9.3% | +24.2% | +29.8% |
| 3M | +32.7% | +9.8% | +22.9% | +28.5% |
| 6M | +22.2% | +23.3% | -1.2% | +10.4% |
| YTD | +57.7% | +13.7% | +44.0% | +47.2% |
| 1Y | +28.0% | -6.5% | +34.5% | +30.4% |
| All | +10.3% | -25.3% | +35.7% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling