+560.6%
NTAP vs CDW
+1,039.4%
-478.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +2.9% |
| 7D | -2.4% | +2.6% | -5.0% | -3.5% |
| 30D | -23.4% | +20.4% | -43.8% | -31.0% |
| 3M | -7.5% | +28.5% | -36.0% | -20.3% |
| 6M | +56.4% | +70.6% | -14.2% | +14.8% |
| YTD | +73.6% | +29.1% | +44.5% | +44.9% |
| 1Y | +68.4% | +23.8% | +44.6% | +43.8% |
| 3Y | +150.6% | -14.5% | +165.1% | +154.4% |
| 5Y | +122.5% | -1.6% | +124.0% | +106.0% |
| 10Y | +589.7% | +322.0% | +267.7% | +242.9% |
| All | +560.6% | +1,039.4% | -478.8% | +183.7% |
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 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