+73.3%
NSC vs CDW
-21.8%
+95.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.7% |
| 7D | -6.6% | +2.1% | -8.7% | -7.0% |
| 30D | +2.2% | +14.7% | -12.6% | -0.4% |
| 3M | -6.2% | +11.1% | -17.3% | -8.4% |
| 6M | +1.7% | +45.6% | -43.9% | -7.4% |
| YTD | +12.2% | +17.1% | -4.9% | +6.2% |
| 1Y | +15.4% | +13.2% | +2.2% | +10.3% |
| 3Y | +73.3% | -22.2% | +95.5% | +75.1% |
| All | +73.3% | -21.8% | +95.1% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling