-17.4%
CNH vs CDW
-2.4%
-15.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +6.4% | +9.1% | -2.7% | +3.1% |
| 30D | -1.6% | +13.7% | -15.3% | -6.7% |
| 3M | +11.6% | +27.0% | -15.5% | +0.5% |
| 6M | +12.5% | +75.9% | -63.3% | -14.1% |
| YTD | +31.1% | +28.9% | +2.2% | +12.2% |
| 1Y | +17.0% | +19.6% | -2.6% | +4.3% |
| 3Y | +28.7% | -14.6% | +43.4% | +31.7% |
| 5Y | -17.4% | -3.2% | -14.3% | -26.6% |
| All | -17.4% | -2.4% | -15.0% | -26.6% |
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 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