+127.6%
NOK vs CDW
+271.4%
-143.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +8.7% | -7.4% | +16.1% | +11.5% |
| 30D | +12.5% | +5.8% | +6.7% | +9.8% |
| 3M | -20.7% | +10.8% | -31.6% | -24.8% |
| 6M | +36.2% | +21.5% | +14.7% | +22.9% |
| YTD | +64.1% | +6.4% | +57.8% | +55.0% |
| 1Y | +132.4% | -14.8% | +147.2% | +138.2% |
| 3Y | +182.9% | -29.9% | +212.7% | +205.4% |
| 5Y | +102.8% | -22.9% | +125.7% | +106.1% |
| All | +127.6% | +271.4% | -143.8% | +33.7% |
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 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