+309.6%
NSC vs CDW
+303.2%
+6.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.5% |
| 7D | -6.6% | +2.1% | -8.7% | -7.7% |
| 30D | +2.2% | +14.7% | -12.6% | -3.7% |
| 3M | -6.2% | +11.1% | -17.3% | -11.4% |
| 6M | +1.7% | +45.6% | -43.9% | -16.1% |
| YTD | +12.2% | +17.1% | -4.9% | -0.8% |
| 1Y | +15.4% | +13.2% | +2.2% | +3.5% |
| 3Y | +73.3% | -22.2% | +95.5% | +79.2% |
| 5Y | +24.7% | -10.1% | +34.8% | +16.4% |
| All | +309.6% | +303.2% | +6.4% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling