+172.8%
CNP vs CDW
+933.5%
-760.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | +0.6% | +11.1% | -10.5% | -3.0% |
| 6M | -2.8% | +45.6% | -48.4% | -13.5% |
| YTD | +7.9% | +17.1% | -9.2% | +0.3% |
| 1Y | +6.7% | +13.2% | -6.5% | 0.0% |
| 3Y | +61.1% | -22.2% | +83.3% | +63.3% |
| 5Y | +73.0% | -10.1% | +83.1% | +63.2% |
| 10Y | +141.9% | +307.0% | -165.1% | +53.6% |
| All | +172.8% | +933.5% | -760.7% | +57.2% |
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