+800.0%
CDW vs NTRS
+348.0%
+452.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -4.2% | +0.9% | -5.1% | -4.6% |
| 30D | +4.9% | -1.2% | +6.1% | +5.4% |
| 3M | +7.3% | +8.8% | -1.5% | +2.4% |
| 6M | +19.2% | +34.7% | -15.5% | +2.1% |
| YTD | +6.2% | +37.2% | -31.1% | -10.2% |
| 1Y | -14.0% | +46.3% | -60.4% | -29.7% |
| 3Y | -30.0% | +163.2% | -193.2% | -57.8% |
| 5Y | -23.6% | +86.9% | -110.5% | -47.1% |
| 10Y | +269.4% | +250.9% | +18.5% | +81.0% |
| All | +800.0% | +348.0% | +452.0% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling