+71.1%
NEM vs CDW
-13.5%
+84.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.1% |
| 7D | +3.1% | -4.2% | +7.3% | +2.7% |
| 30D | +10.0% | +4.9% | +5.1% | +10.6% |
| 3M | +30.9% | +7.3% | +23.6% | +31.7% |
| 6M | +10.5% | +19.2% | -8.6% | +10.7% |
| YTD | +29.7% | +6.2% | +23.6% | +34.2% |
| 1Y | +71.1% | -14.0% | +85.1% | +88.1% |
| All | +71.1% | -13.5% | +84.6% | +88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling