+590.2%
NTAP vs CDW
+263.0%
+327.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +4.9% |
| 7D | +3.3% | -3.9% | +7.1% | +5.4% |
| 30D | -0.2% | +6.9% | -7.1% | -4.8% |
| 3M | +11.4% | +7.7% | +3.7% | +4.7% |
| 6M | +88.7% | +18.3% | +70.4% | +63.9% |
| YTD | +78.9% | +7.8% | +71.2% | +64.1% |
| 1Y | +58.8% | -12.2% | +71.0% | +63.9% |
| 3Y | +153.5% | -28.9% | +182.5% | +188.5% |
| 5Y | +136.7% | -22.8% | +159.5% | +150.0% |
| 10Y | +590.2% | +266.1% | +324.1% | +191.3% |
| All | +590.2% | +263.0% | +327.2% | +191.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling