-29.5%
CDW vs NTR
+40.7%
-70.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.2% | +0.5% | -4.8% | -4.3% |
| 30D | +4.9% | +21.7% | -16.9% | +1.6% |
| 3M | +7.3% | +22.8% | -15.5% | +3.7% |
| 6M | +19.2% | +8.2% | +11.0% | +17.2% |
| YTD | +6.2% | +32.9% | -26.7% | +0.5% |
| 1Y | -14.0% | +45.3% | -59.4% | -20.3% |
| All | -29.5% | +40.7% | -70.2% | -36.3% |
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 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