+147.5%
NTAP vs CDW
-25.3%
+172.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -0.8% | +3.2% | -3.9% | -2.3% |
| 30D | -0.5% | +9.3% | -9.8% | -5.3% |
| 3M | +4.1% | +9.8% | -5.7% | -1.8% |
| 6M | +88.0% | +23.3% | +64.6% | +62.4% |
| YTD | +75.6% | +13.7% | +61.9% | +58.4% |
| 1Y | +58.9% | -6.5% | +65.4% | +58.4% |
| All | +147.5% | -25.3% | +172.9% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling