+211.0%
NOK vs CDW
+1,039.4%
-828.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 3M | -10.6% | +28.5% | -39.1% | -19.3% |
| 6M | -39.4% | +70.6% | -110.0% | -51.5% |
| YTD | +30.4% | +29.1% | +1.4% | +13.8% |
| 1Y | +22.3% | +23.8% | -1.5% | +8.4% |
| 3Y | +157.6% | -14.5% | +172.1% | +156.8% |
| 5Y | +64.6% | -1.6% | +66.1% | +52.2% |
| 10Y | +132.5% | +322.0% | -189.5% | +13.3% |
| All | +211.0% | +1,039.4% | -828.4% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling