+78.6%
NSC vs CDW
-18.4%
+97.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.0% | +1.0% |
| 7D | -5.4% | +9.3% | -14.7% | -6.8% |
| 30D | +2.9% | +15.8% | -12.8% | +0.2% |
| 3M | -2.2% | +21.8% | -23.9% | -6.0% |
| 6M | +5.3% | +58.8% | -53.5% | -5.7% |
| YTD | +14.8% | +22.8% | -8.0% | +7.7% |
| 1Y | +16.6% | +17.9% | -1.3% | +10.8% |
| 3Y | +78.6% | -17.4% | +96.0% | +78.2% |
| All | +78.6% | -18.4% | +97.0% | +78.2% |
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