+68.1%
NTAP vs CDW
+13.2%
+54.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.7% | -14.3% | -6.7% |
| 7D | -16.1% | +3.7% | -19.8% | -17.3% |
| 30D | -15.9% | +26.0% | -42.0% | -24.0% |
| 3M | -1.2% | +10.1% | -11.3% | -5.8% |
| 6M | +70.1% | +26.1% | +44.0% | +45.7% |
| YTD | +77.9% | +25.9% | +52.1% | +52.5% |
| 1Y | +68.1% | +21.5% | +46.6% | +47.9% |
| All | +68.1% | +13.2% | +54.9% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling