+70.6%
NI vs CDW
-29.2%
+99.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.5% |
| 7D | +2.3% | -3.9% | +6.2% | +2.5% |
| 30D | -1.7% | +6.9% | -8.6% | -2.0% |
| 3M | -8.0% | +7.7% | -15.7% | -8.3% |
| 6M | -8.6% | +18.3% | -27.0% | -9.8% |
| YTD | +2.3% | +7.8% | -5.4% | +1.8% |
| 1Y | +6.9% | -12.2% | +19.1% | +8.4% |
| 3Y | +70.6% | -28.9% | +99.5% | +64.6% |
| All | +70.6% | -29.2% | +99.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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