+140.8%
CNP vs CDW
+316.1%
-175.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.8% |
| 30D | +5.0% | +20.4% | -15.3% | -0.1% |
| 3M | +2.7% | +28.5% | -25.8% | -4.5% |
| 6M | -1.9% | +70.6% | -72.5% | -16.5% |
| YTD | +8.8% | +29.1% | -20.3% | -1.4% |
| 1Y | +5.6% | +23.8% | -18.1% | -3.2% |
| 3Y | +63.2% | -14.5% | +77.7% | +62.2% |
| 5Y | +73.8% | -1.6% | +75.3% | +59.5% |
| All | +140.8% | +316.1% | -175.3% | +65.5% |
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