+258.3%
NEE vs CDW
+267.9%
-9.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.5% |
| 7D | +1.1% | -3.9% | +5.0% | +1.8% |
| 30D | -0.2% | +6.9% | -7.1% | -1.8% |
| 3M | +0.5% | +7.7% | -7.1% | -1.7% |
| 6M | -6.5% | +18.3% | -24.8% | -11.8% |
| YTD | +6.7% | +7.8% | -1.1% | +2.6% |
| 1Y | +23.6% | -12.2% | +35.8% | +24.7% |
| 3Y | +37.1% | -28.9% | +66.1% | +42.2% |
| 5Y | +10.9% | -22.8% | +33.7% | +10.0% |
| All | +258.3% | +267.9% | -9.6% | +154.7% |
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 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