-98.3%
NVD vs CDW
-15.0%
-83.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.6% |
| 7D | +28.6% | +9.3% | +19.3% | +33.8% |
| 30D | +73.6% | +14.4% | +59.3% | +85.0% |
| 3M | +70.1% | +21.4% | +48.7% | +89.4% |
| 6M | +53.6% | +72.8% | -19.2% | +113.6% |
| YTD | -7.0% | +28.0% | -35.0% | +4.8% |
| 1Y | -9.0% | +19.3% | -28.3% | -4.6% |
| 3Y | -98.3% | -15.3% | -83.0% | -98.2% |
| All | -98.3% | -15.0% | -83.3% | -98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling