+284.9%
NSC vs CDW
+312.7%
-27.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.5% | +9.3% | -6.8% | -1.0% |
| 30D | +1.7% | +14.4% | -12.7% | -3.9% |
| 3M | -2.6% | +21.4% | -24.0% | -11.0% |
| 6M | +6.4% | +72.8% | -66.4% | -18.0% |
| YTD | +15.5% | +28.0% | -12.5% | -1.3% |
| 1Y | +17.6% | +19.3% | -1.7% | +3.7% |
| 3Y | +75.0% | -15.3% | +90.3% | +75.2% |
| 5Y | +32.2% | -3.8% | +36.0% | +20.6% |
| All | +284.9% | +312.7% | -27.8% | +91.7% |
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