-20.7%
CDW vs NVDX
+772.1%
-792.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.2% | +7.9% |
| 7D | +0.9% | -10.2% | +11.1% | +1.7% |
| 30D | +13.1% | -7.3% | +20.4% | +13.6% |
| 3M | +19.7% | +5.5% | +14.1% | +18.5% |
| 6M | +30.7% | +18.3% | +12.4% | +27.3% |
| YTD | +14.7% | +11.4% | +3.3% | +11.8% |
| 1Y | -5.3% | +12.7% | -18.0% | -8.3% |
| All | -20.7% | +772.1% | -792.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling