+183.7%
NOK vs CDW
-29.2%
+212.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.2% | +11.4% | +7.3% |
| 7D | +7.3% | -3.9% | +11.1% | +8.0% |
| 30D | +13.8% | +6.9% | +6.9% | +11.8% |
| 3M | -27.0% | +7.7% | -34.7% | -28.6% |
| 6M | +37.6% | +18.3% | +19.3% | +30.5% |
| YTD | +64.6% | +7.8% | +56.8% | +59.2% |
| 1Y | +132.0% | -12.2% | +144.2% | +136.3% |
| 3Y | +183.7% | -28.9% | +212.6% | +179.3% |
| All | +183.7% | -29.2% | +212.9% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling