-16.3%
CDW vs NTRS
+93.2%
-109.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.8% | +7.4% |
| 7D | +0.9% | +1.4% | -0.4% | +0.4% |
| 30D | +13.1% | -0.7% | +13.7% | +13.3% |
| 3M | +19.7% | +11.3% | +8.3% | +13.6% |
| 6M | +30.7% | +35.5% | -4.8% | +13.1% |
| YTD | +14.7% | +40.6% | -25.9% | -2.7% |
| 1Y | -5.3% | +49.2% | -54.5% | -21.9% |
| 3Y | -23.8% | +167.2% | -191.1% | -52.1% |
| All | -16.3% | +93.2% | -109.5% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling