+32.0%
NSC vs CDW
-3.9%
+35.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.2% | -0.1% |
| 7D | -3.4% | +13.1% | -16.5% | -6.5% |
| 30D | +3.6% | +19.1% | -15.5% | -1.3% |
| 3M | -1.4% | +24.7% | -26.1% | -7.8% |
| 6M | +6.0% | +63.4% | -57.4% | -10.1% |
| YTD | +15.5% | +26.3% | -10.8% | +4.4% |
| 1Y | +16.2% | +20.6% | -4.4% | +6.8% |
| 3Y | +76.9% | -16.3% | +93.3% | +81.6% |
| All | +32.0% | -3.9% | +35.9% | +21.5% |
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