-5.3%
CDW vs NTR
+39.1%
-44.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +7.9% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | +13.1% | +16.8% | -3.7% | +11.7% |
| 3M | +19.7% | +20.7% | -1.1% | +17.9% |
| 6M | +30.7% | +0.5% | +30.2% | +29.9% |
| YTD | +14.7% | +29.2% | -14.5% | +13.1% |
| 1Y | -5.3% | +39.6% | -44.9% | -7.5% |
| All | -5.3% | +39.1% | -44.4% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling