+12.2%
NEE vs CDW
-19.1%
+31.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +1.9% | +3.2% | -1.2% | +1.6% |
| 30D | -2.2% | +9.3% | -11.4% | -3.3% |
| 3M | -1.2% | +9.8% | -11.0% | -2.6% |
| 6M | -8.6% | +23.3% | -31.9% | -12.1% |
| YTD | +6.2% | +13.7% | -7.5% | +3.3% |
| 1Y | +21.1% | -6.5% | +27.6% | +21.9% |
| 3Y | +36.4% | -25.2% | +61.6% | +39.6% |
| All | +12.2% | -19.1% | +31.4% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling