+127.9%
NTAP vs CDW
-4.0%
+131.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.2% |
| 7D | +7.2% | +9.3% | -2.1% | +2.3% |
| 30D | -18.4% | +14.4% | -32.7% | -24.2% |
| 3M | -11.3% | +21.4% | -32.7% | -21.1% |
| 6M | +53.8% | +72.8% | -19.0% | +11.3% |
| YTD | +72.0% | +28.0% | +43.9% | +43.4% |
| 1Y | +68.0% | +19.3% | +48.7% | +46.1% |
| 3Y | +149.5% | -15.3% | +164.8% | +152.8% |
| All | +127.9% | -4.0% | +131.9% | +103.7% |
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