+102.7%
NOK vs CDW
-23.8%
+126.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +9.3% | -4.2% | +13.6% | +10.6% |
| 30D | +17.9% | +4.9% | +13.0% | +15.6% |
| 3M | -22.3% | +7.3% | -29.6% | -25.0% |
| 6M | +36.4% | +19.2% | +17.2% | +25.0% |
| YTD | +66.3% | +6.2% | +60.1% | +58.3% |
| 1Y | +134.4% | -14.0% | +148.4% | +141.2% |
| 3Y | +186.6% | -30.0% | +216.6% | +210.7% |
| 5Y | +102.7% | -23.6% | +126.3% | +103.4% |
| All | +102.7% | -23.8% | +126.5% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling