+204.0%
NOK vs CDW
+1,014.9%
-810.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.2% |
| 7D | -2.7% | +13.1% | -15.8% | -7.2% |
| 30D | -20.4% | +19.1% | -39.5% | -25.7% |
| 3M | -9.6% | +24.7% | -34.4% | -17.6% |
| 6M | -35.6% | +63.4% | -99.0% | -47.7% |
| YTD | +27.5% | +26.3% | +1.2% | +12.1% |
| 1Y | +18.4% | +20.6% | -2.2% | +5.9% |
| 3Y | +151.8% | -16.3% | +168.1% | +153.0% |
| 5Y | +61.1% | -3.9% | +65.1% | +50.3% |
| 10Y | +123.7% | +331.5% | -207.8% | +7.7% |
| All | +204.0% | +1,014.9% | -810.9% | +2.4% |
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 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