+127.9%
NOK vs CDW
+312.7%
-184.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | +5.4% | +9.3% | -4.0% | +2.2% |
| 30D | -14.1% | +14.4% | -28.5% | -18.5% |
| 3M | -23.6% | +21.4% | -45.0% | -29.4% |
| 6M | -45.1% | +72.8% | -117.9% | -56.1% |
| YTD | +24.7% | +28.0% | -3.3% | +9.6% |
| 1Y | +19.0% | +19.3% | -0.3% | +7.5% |
| 3Y | +147.0% | -15.3% | +162.3% | +147.9% |
| 5Y | +58.2% | -3.8% | +62.0% | +47.7% |
| All | +127.9% | +312.7% | -184.7% | +32.6% |
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