-15.3%
CDW vs NTR
+47.6%
-62.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | -0.3% | +9.7% | +9.4% |
| 30D | +14.4% | +2.0% | +12.4% | +14.0% |
| 3M | +21.4% | +6.4% | +15.0% | +20.0% |
| 6M | +72.8% | +1.6% | +71.2% | +71.8% |
| YTD | +28.0% | +18.2% | +9.8% | +23.2% |
| 1Y | +19.3% | +23.9% | -4.6% | +13.5% |
| 3Y | -15.3% | +44.7% | -60.0% | -24.1% |
| All | -15.3% | +47.6% | -62.9% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling