+24.4%
NSC vs CDW
-10.5%
+34.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.6% |
| 7D | -6.6% | +2.1% | -8.7% | -7.3% |
| 30D | +2.2% | +14.7% | -12.6% | -1.7% |
| 3M | -6.2% | +11.1% | -17.3% | -9.6% |
| 6M | +1.7% | +45.6% | -43.9% | -11.0% |
| YTD | +12.2% | +17.1% | -4.9% | +3.5% |
| 1Y | +15.4% | +13.2% | +2.2% | +7.7% |
| 3Y | +73.3% | -22.2% | +95.5% | +81.1% |
| All | +24.4% | -10.5% | +34.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling