+105.6%
NTAP vs CDW
-10.5%
+116.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -15.1% | +2.1% | -17.1% | -16.3% |
| 30D | -28.1% | +14.7% | -42.8% | -33.4% |
| 3M | -11.4% | +11.1% | -22.6% | -17.6% |
| 6M | +52.2% | +45.6% | +6.6% | +20.5% |
| YTD | +60.4% | +17.1% | +43.3% | +40.2% |
| 1Y | +51.0% | +13.2% | +37.8% | +34.7% |
| 3Y | +135.6% | -22.2% | +157.7% | +149.2% |
| All | +105.6% | -10.5% | +116.1% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling