+491.1%
NEE vs CDW
+903.1%
-412.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +1.9% | +3.2% | -1.2% | +1.3% |
| 30D | -2.2% | +9.3% | -11.4% | -4.1% |
| 3M | -1.2% | +9.8% | -11.0% | -3.6% |
| 6M | -8.6% | +23.3% | -31.9% | -14.1% |
| YTD | +6.2% | +13.7% | -7.5% | +1.3% |
| 1Y | +21.1% | -6.5% | +27.6% | +20.4% |
| 3Y | +36.4% | -25.2% | +61.6% | +39.8% |
| 5Y | +11.4% | -19.5% | +30.9% | +9.9% |
| 10Y | +250.0% | +285.8% | -35.8% | +149.7% |
| All | +491.1% | +903.1% | -412.0% | +282.1% |
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