-99.1%
NVD vs CDW
-26.0%
-73.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.5% |
| 7D | +9.0% | -7.4% | +16.4% | +4.8% |
| 30D | -5.5% | +5.8% | -11.3% | -1.4% |
| 3M | -24.6% | +10.8% | -35.4% | -19.1% |
| 6M | -42.1% | +21.5% | -63.5% | -32.0% |
| YTD | -44.3% | +6.4% | -50.7% | -42.7% |
| 1Y | -54.2% | -14.8% | -39.4% | -62.6% |
| 3Y | -99.1% | -29.9% | -69.3% | -99.2% |
| All | -99.1% | -26.0% | -73.1% | -99.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling