-26.0%
NOW vs CDW
-8.7%
-17.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.1% | +0.2% | -2.3% |
| 7D | -6.7% | -4.1% | -2.5% | -4.9% |
| 30D | -25.8% | +16.7% | -42.6% | -33.3% |
| 3M | -12.7% | +13.6% | -26.3% | -20.8% |
| 6M | +11.2% | +17.0% | -5.8% | -3.2% |
| YTD | -33.2% | +18.1% | -51.3% | -42.6% |
| 1Y | -41.8% | +10.5% | -52.3% | -47.9% |
| 3Y | -15.7% | -20.9% | +5.3% | -11.9% |
| 5Y | -26.0% | -9.3% | -16.7% | -35.0% |
| All | -26.0% | -8.7% | -17.3% | -35.0% |
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 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