+284.2%
NEE vs CDW
+312.7%
-28.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.1% | +9.3% | -11.4% | -3.9% |
| 30D | +8.6% | +14.4% | -5.7% | +5.4% |
| 3M | -0.3% | +21.4% | -21.7% | -4.8% |
| 6M | -8.9% | +72.8% | -81.7% | -20.3% |
| YTD | +8.3% | +28.0% | -19.7% | +0.2% |
| 1Y | +4.3% | +19.3% | -15.1% | -1.9% |
| 3Y | +70.7% | -15.3% | +86.0% | +70.2% |
| 5Y | +12.8% | -3.8% | +16.6% | +6.1% |
| All | +284.2% | +312.7% | -28.5% | +185.5% |
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