+579.4%
NTAP vs CDW
+315.4%
+264.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +9.9% | +9.1% | +0.8% | +4.6% |
| 30D | -22.1% | +13.7% | -35.8% | -28.0% |
| 3M | -7.7% | +27.0% | -34.7% | -21.0% |
| 6M | +60.9% | +75.9% | -14.9% | +13.0% |
| YTD | +76.4% | +28.9% | +47.6% | +44.8% |
| 1Y | +69.3% | +19.6% | +49.7% | +45.4% |
| 3Y | +154.6% | -14.6% | +169.3% | +158.6% |
| 5Y | +131.4% | -3.2% | +134.6% | +112.9% |
| All | +579.4% | +315.4% | +264.0% | +208.4% |
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