-29.4%
CDW vs NTRS
+165.3%
-194.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -7.4% | +0.3% | -7.7% | -7.5% |
| 30D | +5.8% | +0.2% | +5.7% | +5.7% |
| 3M | +10.8% | +13.2% | -2.4% | +4.1% |
| 6M | +21.5% | +36.9% | -15.5% | +3.8% |
| YTD | +6.4% | +39.1% | -32.7% | -10.1% |
| 1Y | -14.8% | +50.4% | -65.2% | -30.9% |
| All | -29.4% | +165.3% | -194.7% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling