+156.8%
NOC vs CDW
+315.4%
-158.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +4.5% | +9.1% | -4.5% | +3.1% |
| 30D | +14.1% | +13.7% | +0.4% | +11.4% |
| 3M | -4.5% | +27.0% | -31.5% | -8.8% |
| 6M | -0.8% | +75.9% | -76.6% | -11.8% |
| YTD | -2.5% | +28.9% | -31.4% | -8.9% |
| 1Y | -0.1% | +19.6% | -19.7% | -5.2% |
| 3Y | +24.6% | -14.6% | +39.2% | +24.4% |
| 5Y | +65.6% | -3.2% | +68.7% | +55.9% |
| All | +156.8% | +315.4% | -158.6% | +78.6% |
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 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