-30.1%
NVTS vs CDW
-2.2%
-27.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.9% |
| 7D | +3.9% | +9.3% | -5.4% | -3.0% |
| 30D | -4.3% | +14.4% | -18.7% | -13.6% |
| 3M | -34.5% | +21.4% | -55.9% | -44.7% |
| 6M | -57.7% | +72.8% | -130.5% | -76.4% |
| YTD | +25.4% | +28.0% | -2.7% | -11.3% |
| 1Y | +13.1% | +19.3% | -6.2% | -13.1% |
| 3Y | +48.9% | -15.3% | +64.2% | +69.6% |
| 5Y | -51.8% | -3.8% | -48.0% | -54.6% |
| All | -30.1% | -2.2% | -27.8% | -34.3% |
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 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