+725.8%
NOC vs CDW
+1,014.9%
-289.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.3% |
| 7D | -0.3% | +13.1% | -13.4% | -2.8% |
| 30D | +14.1% | +19.1% | -5.0% | +10.1% |
| 3M | -4.6% | +24.7% | -29.4% | -9.2% |
| 6M | +0.7% | +63.4% | -62.6% | -10.1% |
| YTD | -2.6% | +26.3% | -28.9% | -9.4% |
| 1Y | -1.0% | +20.6% | -21.5% | -7.0% |
| 3Y | +24.5% | -16.3% | +40.8% | +24.2% |
| 5Y | +64.3% | -3.9% | +68.2% | +54.2% |
| 10Y | +162.8% | +331.5% | -168.7% | +55.1% |
| All | +725.8% | +1,014.9% | -289.1% | +338.0% |
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