-30.2%
NVD vs CDW
+13.2%
-43.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +12.7% | -6.2% | +6.4% |
| 7D | +15.0% | +3.7% | +11.2% | +14.6% |
| 30D | +39.3% | +26.0% | +13.3% | +39.4% |
| 3M | +3.1% | +10.1% | -7.0% | +3.8% |
| 6M | -19.0% | +26.1% | -45.0% | -18.7% |
| YTD | -35.5% | +25.9% | -61.4% | -36.9% |
| 1Y | -30.2% | +21.5% | -51.7% | -33.2% |
| All | -30.2% | +13.2% | -43.4% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling