+166.1%
CNP vs CDW
+903.1%
-737.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +1.1% | +3.2% | -2.1% | +0.3% |
| 30D | -1.8% | +9.3% | -11.1% | -4.2% |
| 3M | -4.6% | +9.8% | -14.4% | -7.6% |
| 6M | -8.8% | +23.3% | -32.2% | -15.5% |
| YTD | +5.2% | +13.7% | -8.4% | -0.7% |
| 1Y | +8.3% | -6.5% | +14.8% | +7.4% |
| 3Y | +54.9% | -25.2% | +80.1% | +59.7% |
| 5Y | +73.5% | -19.5% | +93.0% | +70.5% |
| 10Y | +139.1% | +285.8% | -146.7% | +54.9% |
| All | +166.1% | +903.1% | -737.0% | +55.6% |
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