-99.2%
NVD vs CDW
-25.0%
-74.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.2% | +9.1% | +1.1% |
| 7D | -7.7% | -3.9% | -3.8% | -9.4% |
| 30D | -5.8% | +6.9% | -12.7% | -1.2% |
| 3M | -23.2% | +7.7% | -30.9% | -19.0% |
| 6M | -49.7% | +18.3% | -68.1% | -42.8% |
| YTD | -47.7% | +7.8% | -55.5% | -45.7% |
| 1Y | -61.3% | -12.2% | -49.2% | -67.6% |
| 3Y | -99.2% | -28.9% | -70.2% | -99.2% |
| All | -99.2% | -25.0% | -74.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling