+13.1%
CNH vs CDW
-19.1%
+32.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | +23.3% | +3.2% | +20.1% | +21.7% |
| 30D | +33.5% | +9.3% | +24.2% | +28.1% |
| 3M | +32.7% | +9.8% | +22.9% | +26.3% |
| 6M | +22.2% | +23.3% | -1.2% | +6.2% |
| YTD | +57.7% | +13.7% | +44.0% | +42.4% |
| 1Y | +28.0% | -6.5% | +34.5% | +28.1% |
| 3Y | +11.5% | -25.2% | +36.8% | +21.1% |
| All | +13.1% | -19.1% | +32.2% | +15.3% |
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 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