+568.0%
NTAP vs CDW
+903.1%
-335.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -0.8% | +3.2% | -3.9% | -2.4% |
| 30D | -0.5% | +9.3% | -9.8% | -5.7% |
| 3M | +4.1% | +9.8% | -5.7% | -2.4% |
| 6M | +88.0% | +23.3% | +64.6% | +62.2% |
| YTD | +75.6% | +13.7% | +61.9% | +58.3% |
| 1Y | +58.9% | -6.5% | +65.4% | +58.5% |
| 3Y | +153.6% | -25.2% | +178.8% | +179.0% |
| 5Y | +127.6% | -19.5% | +147.1% | +136.2% |
| 10Y | +580.4% | +285.8% | +294.6% | +261.3% |
| All | +568.0% | +903.1% | -335.1% | +210.0% |
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 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