+62.8%
CNQ vs CDW
+13.2%
+49.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +12.7% | -20.1% | -7.5% |
| 7D | -9.4% | +3.7% | -13.2% | -9.2% |
| 30D | +2.8% | +26.0% | -23.3% | +1.9% |
| 3M | +8.5% | +10.1% | -1.6% | +8.5% |
| 6M | +6.4% | +26.1% | -19.7% | +6.5% |
| YTD | +50.9% | +25.9% | +25.0% | +49.8% |
| 1Y | +62.8% | +21.5% | +41.3% | +61.5% |
| All | +62.8% | +13.2% | +49.6% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling