-31.1%
NOC vs CDW
+23.2%
-54.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.6% |
| 7D | -5.2% | +3.2% | -8.4% | -5.0% |
| 30D | -7.2% | +9.3% | -16.5% | -6.8% |
| 3M | -5.1% | +9.8% | -14.9% | -4.8% |
| 6M | -31.1% | +23.3% | -54.4% | -31.7% |
| All | -31.1% | +23.2% | -54.3% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling