+135.4%
NOK vs CDW
-13.5%
+148.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +9.3% | -4.2% | +13.6% | +9.8% |
| 30D | +17.9% | +4.9% | +13.0% | +16.7% |
| 3M | -22.3% | +7.3% | -29.6% | -23.2% |
| 6M | +36.4% | +19.2% | +17.2% | +32.7% |
| YTD | +66.3% | +6.2% | +60.1% | +62.8% |
| All | +135.4% | -13.5% | +148.9% | +132.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling