+501.5%
NVT vs CDW
+165.3%
+336.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +8.0% | +9.3% | -1.4% | +3.4% |
| 30D | -24.8% | +14.4% | -39.1% | -30.7% |
| 3M | -32.4% | +21.4% | -53.8% | -40.4% |
| 6M | -33.5% | +72.8% | -106.3% | -53.7% |
| YTD | +13.2% | +28.0% | -14.8% | -9.9% |
| 1Y | +9.0% | +19.3% | -10.4% | -9.2% |
| 3Y | +129.4% | -15.3% | +144.7% | +131.6% |
| 5Y | +230.1% | -3.8% | +233.9% | +198.3% |
| All | +501.5% | +165.3% | +336.2% | +211.6% |
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 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