+344.1%
NEM vs CDW
+312.7%
+31.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -6.4% | +9.3% | -15.8% | -7.1% |
| 30D | +1.4% | +14.4% | -12.9% | +0.4% |
| 3M | -0.7% | +21.4% | -22.1% | -2.2% |
| 6M | -4.5% | +72.8% | -77.3% | -8.7% |
| YTD | +14.0% | +28.0% | -14.0% | +11.0% |
| 1Y | +27.3% | +19.3% | +7.9% | +24.9% |
| 3Y | +250.5% | -15.3% | +265.8% | +253.1% |
| 5Y | +121.1% | -3.8% | +124.9% | +117.9% |
| All | +344.1% | +312.7% | +31.4% | +307.5% |
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