+576.6%
NTAP vs CDW
+325.6%
+250.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.8% | -0.8% | +1.3% |
| 7D | -5.0% | +9.3% | -14.3% | -10.1% |
| 30D | -25.8% | +15.8% | -41.5% | -32.1% |
| 3M | -6.9% | +21.8% | -28.7% | -18.3% |
| 6M | +50.0% | +58.8% | -8.8% | +11.6% |
| YTD | +66.9% | +22.8% | +44.2% | +40.8% |
| 1Y | +58.3% | +17.9% | +40.3% | +36.8% |
| 3Y | +145.1% | -17.4% | +162.6% | +153.5% |
| 5Y | +114.2% | -5.7% | +119.9% | +99.8% |
| 10Y | +576.6% | +319.5% | +257.1% | +197.2% |
| All | +576.6% | +325.6% | +250.9% | +197.2% |
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