+2,490.2%
NVDL vs CDW
-16.7%
+2,506.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -4.5% |
| 7D | -10.3% | +0.9% | -11.2% | -11.0% |
| 30D | -7.1% | +13.1% | -20.2% | -13.3% |
| 3M | +6.6% | +19.7% | -13.1% | -6.7% |
| 6M | +21.1% | +30.7% | -9.7% | -6.9% |
| YTD | +15.2% | +14.7% | +0.5% | -2.6% |
| 1Y | +18.8% | -5.3% | +24.1% | +19.7% |
| 3Y | +649.9% | -23.8% | +673.7% | +798.0% |
| All | +2,490.2% | -16.7% | +2,506.9% | +2,614.6% |
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