+139.8%
CNP vs CDW
+325.6%
-185.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.5% | -0.8% |
| 7D | -4.3% | +9.3% | -13.6% | -6.6% |
| 30D | +5.7% | +15.8% | -10.1% | +1.5% |
| 3M | +0.9% | +21.8% | -20.9% | -4.9% |
| 6M | -1.1% | +58.8% | -59.8% | -14.2% |
| YTD | +8.3% | +22.8% | -14.5% | -0.7% |
| 1Y | +5.9% | +17.9% | -12.0% | -1.8% |
| 3Y | +64.6% | -17.4% | +82.1% | +64.6% |
| 5Y | +74.6% | -5.7% | +80.3% | +61.8% |
| 10Y | +139.8% | +319.5% | -179.6% | +64.9% |
| All | +139.8% | +325.6% | -185.8% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling