-99.2%
NVD vs CDW
-20.9%
-78.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.9% |
| 7D | -11.1% | +3.2% | -14.3% | -9.5% |
| 30D | -13.3% | +9.3% | -22.5% | -8.1% |
| 3M | -19.8% | +9.8% | -29.6% | -14.6% |
| 6M | -48.8% | +23.3% | -72.1% | -40.7% |
| YTD | -49.7% | +13.7% | -63.3% | -46.3% |
| 1Y | -61.4% | -6.5% | -54.9% | -66.4% |
| 3Y | -99.1% | -25.2% | -73.9% | -99.2% |
| All | -99.2% | -20.9% | -78.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling