-98.5%
NVD vs CDW
-10.9%
-87.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.6% |
| 7D | +28.6% | +9.3% | +19.3% | +33.9% |
| 30D | +73.6% | +14.4% | +59.3% | +85.3% |
| 3M | +70.1% | +21.4% | +48.7% | +89.8% |
| 6M | +53.6% | +72.8% | -19.2% | +114.7% |
| YTD | -7.0% | +28.0% | -35.0% | +5.1% |
| 1Y | -9.0% | +19.3% | -28.3% | -4.3% |
| 3Y | -98.3% | -15.3% | -83.0% | -98.3% |
| All | -98.5% | -10.9% | -87.6% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling