+253.8%
NEM vs CDW
-25.0%
+278.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | +0.3% | +3.2% | -2.9% | +0.3% |
| 30D | +23.1% | +9.3% | +13.8% | +23.1% |
| 3M | +18.5% | +9.8% | +8.7% | +18.4% |
| 6M | +7.8% | +23.3% | -15.6% | +6.9% |
| YTD | +29.1% | +13.7% | +15.5% | +29.3% |
| 1Y | +72.7% | -6.5% | +79.1% | +76.9% |
| All | +253.8% | -25.0% | +278.8% | +253.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling