+153.4%
NEM vs CDW
-22.8%
+176.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.6% |
| 7D | +3.9% | -3.9% | +7.7% | +4.0% |
| 30D | +12.7% | +6.9% | +5.8% | +12.5% |
| 3M | +28.7% | +7.7% | +21.0% | +27.9% |
| 6M | +9.8% | +18.3% | -8.6% | +7.8% |
| YTD | +28.1% | +7.8% | +20.3% | +27.1% |
| 1Y | +69.3% | -12.2% | +81.5% | +72.1% |
| 3Y | +247.7% | -28.9% | +276.6% | +257.9% |
| 5Y | +153.4% | -22.8% | +176.2% | +141.3% |
| All | +153.4% | -22.8% | +176.2% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling