+510.4%
NTAP vs CDW
+933.5%
-423.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.5% |
| 3M | -11.4% | +11.1% | -22.6% | -17.7% |
| 6M | +52.2% | +45.6% | +6.6% | +21.2% |
| YTD | +60.4% | +17.1% | +43.3% | +40.9% |
| 1Y | +51.0% | +13.2% | +37.8% | +35.1% |
| 3Y | +135.6% | -22.2% | +157.7% | +151.3% |
| 5Y | +107.5% | -10.1% | +117.6% | +101.5% |
| 10Y | +608.6% | +307.0% | +301.7% | +263.8% |
| All | +510.4% | +933.5% | -423.2% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling