+151.8%
NOK vs CDW
-15.4%
+167.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.3% |
| 7D | -2.7% | +13.1% | -15.8% | -5.1% |
| 30D | -20.4% | +19.1% | -39.5% | -23.2% |
| 3M | -9.6% | +24.7% | -34.4% | -14.0% |
| 6M | -35.6% | +63.4% | -99.0% | -42.3% |
| YTD | +27.5% | +26.3% | +1.2% | +19.5% |
| 1Y | +18.4% | +20.6% | -2.2% | +12.1% |
| 3Y | +151.8% | -16.3% | +168.1% | +134.0% |
| All | +151.8% | -15.4% | +167.3% | +134.0% |
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 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