+131.5%
CNP vs CDW
+263.0%
-131.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +2.4% |
| 7D | +1.6% | -3.9% | +5.5% | +2.6% |
| 30D | -0.8% | +6.9% | -7.7% | -2.8% |
| 3M | -3.6% | +7.7% | -11.2% | -6.2% |
| 6M | -6.9% | +18.3% | -25.3% | -13.2% |
| YTD | +6.4% | +7.8% | -1.3% | +1.5% |
| 1Y | +9.9% | -12.2% | +22.1% | +10.9% |
| 3Y | +53.1% | -28.9% | +82.0% | +60.2% |
| 5Y | +72.0% | -22.8% | +94.7% | +69.9% |
| 10Y | +131.5% | +266.1% | -134.6% | +45.1% |
| All | +131.5% | +263.0% | -131.5% | +45.1% |
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