+61.0%
NEE vs CDW
-21.8%
+82.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | +3.9% | +2.1% | +1.8% | +3.8% |
| 30D | +12.8% | +14.7% | -1.9% | +12.6% |
| 3M | +3.6% | +11.1% | -7.6% | +3.4% |
| 6M | -7.5% | +45.6% | -53.1% | -7.9% |
| YTD | +10.7% | +17.1% | -6.4% | +10.6% |
| 1Y | +9.1% | +13.2% | -4.1% | +9.1% |
| 3Y | +61.0% | -22.2% | +83.2% | +48.6% |
| All | +61.0% | -21.8% | +82.8% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling