+675.2%
NOC vs CDW
+903.1%
-227.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -5.2% | +3.2% | -8.4% | -5.7% |
| 30D | -7.2% | +9.3% | -16.5% | -8.9% |
| 3M | -5.1% | +9.8% | -14.9% | -7.4% |
| 6M | -31.1% | +23.3% | -54.4% | -35.2% |
| YTD | -8.6% | +13.7% | -22.2% | -12.7% |
| 1Y | -9.7% | -6.5% | -3.2% | -10.2% |
| 3Y | +24.3% | -25.2% | +49.5% | +27.3% |
| 5Y | +52.6% | -19.5% | +72.1% | +49.8% |
| 10Y | +183.6% | +285.8% | -102.2% | +71.9% |
| All | +675.2% | +903.1% | -227.9% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling