+138.4%
NOK vs CDW
+316.1%
-177.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.5% |
| 7D | +2.2% | +2.6% | -0.4% | +1.4% |
| 30D | -14.7% | +20.4% | -35.1% | -20.6% |
| 3M | -10.6% | +28.5% | -39.1% | -19.1% |
| 6M | -39.4% | +70.6% | -110.0% | -51.2% |
| YTD | +30.4% | +29.1% | +1.4% | +14.3% |
| 1Y | +22.3% | +23.8% | -1.5% | +8.9% |
| 3Y | +157.6% | -14.5% | +172.1% | +157.6% |
| 5Y | +64.6% | -1.6% | +66.1% | +52.3% |
| All | +138.4% | +316.1% | -177.7% | +38.3% |
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