+128.4%
CDW vs NTR
+98.7%
+29.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.9% |
| 7D | -7.4% | -2.5% | -4.9% | -6.7% |
| 30D | +5.8% | +17.0% | -11.2% | +0.4% |
| 3M | +10.8% | +22.2% | -11.4% | +3.4% |
| 6M | +21.5% | +5.2% | +16.3% | +18.3% |
| YTD | +6.4% | +29.7% | -23.3% | -4.0% |
| 1Y | -14.8% | +39.4% | -54.2% | -25.4% |
| 3Y | -29.9% | +38.2% | -68.1% | -39.8% |
| 5Y | -22.9% | +47.6% | -70.5% | -42.1% |
| All | +128.4% | +98.7% | +29.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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