+34.8%
CNH vs CDW
+665.4%
-630.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.2% |
| 7D | -1.7% | +2.1% | -3.8% | -3.2% |
| 30D | -7.2% | +14.7% | -22.0% | -13.9% |
| 3M | +6.5% | +11.1% | -4.6% | -0.8% |
| 6M | +7.9% | +45.6% | -37.7% | -14.3% |
| YTD | +26.6% | +17.1% | +9.5% | +8.9% |
| 1Y | +13.8% | +13.2% | +0.6% | -0.3% |
| 3Y | +9.2% | -22.2% | +31.4% | +13.5% |
| 5Y | -15.6% | -10.1% | -5.5% | -20.4% |
| 10Y | +119.2% | +307.0% | -187.8% | +6.4% |
| All | +34.8% | +665.4% | -630.5% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling