+499.3%
NSC vs CDW
+942.7%
-443.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.1% | +1.8% | -2.1% |
| 7D | -3.8% | -4.1% | +0.3% | -2.7% |
| 30D | +4.1% | +16.7% | -12.7% | -2.3% |
| 3M | -3.3% | +13.6% | -16.9% | -9.2% |
| 6M | +5.9% | +17.0% | -11.2% | -4.9% |
| YTD | +15.5% | +18.1% | -2.6% | +2.4% |
| 1Y | +19.3% | +10.5% | +8.9% | +8.7% |
| 3Y | +79.0% | -20.9% | +99.9% | +83.2% |
| 5Y | +28.3% | -9.3% | +37.6% | +20.4% |
| 10Y | +336.8% | +310.6% | +26.3% | +126.7% |
| All | +499.3% | +942.7% | -443.4% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling