-14.9%
CNH vs CDW
-10.5%
-4.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.1% |
| 7D | -1.7% | +2.1% | -3.8% | -2.8% |
| 30D | -7.2% | +14.7% | -22.0% | -12.5% |
| 3M | +6.5% | +11.1% | -4.6% | +0.8% |
| 6M | +7.9% | +45.6% | -37.7% | -11.1% |
| YTD | +26.6% | +17.1% | +9.5% | +12.1% |
| 1Y | +13.8% | +13.2% | +0.6% | +2.7% |
| 3Y | +9.2% | -22.2% | +31.4% | +15.4% |
| All | -14.9% | -10.5% | -4.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling