+323.6%
NSC vs CDW
+283.9%
+39.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -5.5% | +3.2% | -8.7% | -6.7% |
| 30D | -3.2% | +9.3% | -12.5% | -7.0% |
| 3M | +7.7% | +9.8% | -2.1% | +2.1% |
| 6M | +4.5% | +23.3% | -18.8% | -8.6% |
| YTD | +15.6% | +13.7% | +1.9% | +4.5% |
| 1Y | +19.8% | -6.5% | +26.3% | +17.7% |
| 3Y | +70.1% | -25.2% | +95.3% | +80.7% |
| 5Y | +46.1% | -19.5% | +65.6% | +45.1% |
| All | +323.6% | +283.9% | +39.7% | +105.6% |
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