-5.3%
CDW vs NTRS
+51.4%
-56.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.8% | +7.6% |
| 7D | +0.9% | +1.4% | -0.4% | +0.6% |
| 30D | +13.1% | -0.7% | +13.7% | +13.2% |
| 3M | +19.7% | +11.3% | +8.3% | +15.0% |
| 6M | +30.7% | +35.5% | -4.8% | +14.6% |
| YTD | +14.7% | +40.6% | -25.9% | -1.2% |
| 1Y | -5.3% | +49.2% | -54.5% | -21.2% |
| All | -5.3% | +51.4% | -56.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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