+75.0%
NSC vs CDW
-15.0%
+90.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +2.5% | +9.3% | -6.8% | +0.9% |
| 30D | +1.7% | +14.4% | -12.7% | -0.8% |
| 3M | -2.6% | +21.4% | -24.0% | -6.2% |
| 6M | +6.4% | +72.8% | -66.4% | -6.3% |
| YTD | +15.5% | +28.0% | -12.5% | +7.7% |
| 1Y | +17.6% | +19.3% | -1.7% | +12.1% |
| 3Y | +75.0% | -15.3% | +90.3% | +75.1% |
| All | +75.0% | -15.0% | +90.0% | +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