+472.7%
NEM vs CDW
+1,014.9%
-542.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.0% | -4.3% |
| 7D | +11.6% | +13.1% | -1.5% | +10.8% |
| 30D | +1.8% | +19.1% | -17.3% | +0.7% |
| 3M | +2.5% | +24.7% | -22.2% | +1.1% |
| 6M | +3.4% | +63.4% | -59.9% | 0.0% |
| YTD | +20.9% | +26.3% | -5.4% | +18.4% |
| 1Y | +37.2% | +20.6% | +16.6% | +34.9% |
| 3Y | +271.6% | -16.3% | +287.9% | +273.8% |
| 5Y | +136.6% | -3.9% | +140.6% | +134.1% |
| 10Y | +342.6% | +331.5% | +11.1% | +321.1% |
| All | +472.7% | +1,014.9% | -542.2% | +437.4% |
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