+1,266.3%
NVDL vs CDW
-7.1%
+1,273.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -24.8% | +9.3% | -34.1% | -28.4% |
| 30D | -48.0% | +14.4% | -62.4% | -51.9% |
| 3M | -51.5% | +21.4% | -73.0% | -56.8% |
| 6M | -54.9% | +72.8% | -127.7% | -68.6% |
| YTD | -39.2% | +28.0% | -67.2% | -52.0% |
| 1Y | -41.1% | +19.3% | -60.5% | -50.3% |
| 3Y | +262.9% | -15.3% | +278.2% | +306.3% |
| All | +1,266.3% | -7.1% | +1,273.4% | +1,237.7% |
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