-9.7%
NOC vs CDW
-5.0%
-4.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -5.2% | +3.2% | -8.4% | -5.1% |
| 30D | -7.2% | +9.3% | -16.5% | -6.9% |
| 3M | -5.1% | +9.8% | -14.9% | -4.8% |
| 6M | -31.1% | +23.3% | -54.4% | -30.7% |
| YTD | -8.6% | +13.7% | -22.2% | -7.9% |
| 1Y | -9.7% | -6.5% | -3.2% | -8.1% |
| All | -9.7% | -5.0% | -4.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling