+189.3%
NOC vs CDW
+262.5%
-73.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -1.6% | -4.2% | +2.7% | -0.9% |
| 30D | -10.4% | +4.9% | -15.2% | -11.3% |
| 3M | -5.6% | +7.3% | -12.9% | -7.4% |
| 6M | -30.4% | +19.2% | -49.6% | -34.0% |
| YTD | -8.5% | +6.2% | -14.7% | -11.3% |
| 1Y | -8.3% | -14.0% | +5.7% | -7.3% |
| 3Y | +28.2% | -30.0% | +58.2% | +32.9% |
| 5Y | +56.7% | -23.6% | +80.3% | +55.0% |
| 10Y | +189.3% | +269.4% | -80.0% | +92.1% |
| All | +189.3% | +262.5% | -73.1% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling