+144.1%
CDW vs NTR
+100.5%
+43.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +3.2% | +8.1% | -4.9% | +0.6% |
| 30D | +9.3% | +18.8% | -9.5% | +3.3% |
| 3M | +9.8% | +16.2% | -6.4% | +4.2% |
| 6M | +23.3% | +9.8% | +13.6% | +18.5% |
| YTD | +13.7% | +30.9% | -17.2% | +2.4% |
| 1Y | -6.5% | +41.8% | -48.2% | -18.5% |
| 3Y | -25.2% | +35.8% | -61.0% | -35.4% |
| 5Y | -19.5% | +51.0% | -70.5% | -40.1% |
| All | +144.1% | +100.5% | +43.6% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling