+64.5%
NVT vs CDW
-13.4%
+77.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +2.0% | -7.4% | +9.4% | +2.2% |
| 30D | -7.2% | +5.8% | -13.0% | -7.4% |
| 3M | -0.9% | +10.8% | -11.7% | -1.6% |
| 6M | +42.6% | +21.5% | +21.1% | +36.8% |
| YTD | +52.9% | +6.4% | +46.5% | +52.5% |
| 1Y | +64.5% | -14.8% | +79.3% | +73.3% |
| All | +64.5% | -13.4% | +77.8% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling