+511.2%
NEE vs CDW
+1,014.9%
-503.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.2% |
| 7D | +2.3% | +13.1% | -10.8% | -0.2% |
| 30D | +11.5% | +19.1% | -7.6% | +7.4% |
| 3M | +2.6% | +24.7% | -22.1% | -2.4% |
| 6M | -6.0% | +63.4% | -69.3% | -16.3% |
| YTD | +9.8% | +26.3% | -16.5% | +2.1% |
| 1Y | +4.7% | +20.6% | -15.9% | -1.7% |
| 3Y | +71.0% | -16.3% | +87.4% | +70.6% |
| 5Y | +15.8% | -3.9% | +19.7% | +9.6% |
| 10Y | +287.3% | +331.5% | -44.2% | +169.1% |
| All | +511.2% | +1,014.9% | -503.7% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling