+134.8%
CNP vs CDW
+303.2%
-168.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -4.2% | +2.1% | -6.3% | -5.0% |
| 30D | +5.5% | +14.7% | -9.2% | +1.5% |
| 3M | +0.6% | +11.1% | -10.5% | -3.1% |
| 6M | -2.8% | +45.6% | -48.4% | -13.9% |
| YTD | +7.9% | +17.1% | -9.2% | +0.1% |
| 1Y | +6.7% | +13.2% | -6.5% | -0.2% |
| 3Y | +61.1% | -22.2% | +83.3% | +63.7% |
| 5Y | +73.0% | -10.1% | +83.1% | +62.1% |
| All | +134.8% | +303.2% | -168.4% | +62.4% |
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