+511.5%
NEM vs CDW
+903.1%
-391.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.3% | +3.2% | -2.9% | +0.1% |
| 30D | +23.1% | +9.3% | +13.8% | +22.5% |
| 3M | +18.5% | +9.8% | +8.7% | +17.7% |
| 6M | +7.8% | +23.3% | -15.6% | +5.7% |
| YTD | +29.1% | +13.7% | +15.5% | +27.4% |
| 1Y | +72.7% | -6.5% | +79.1% | +73.1% |
| 3Y | +248.7% | -25.2% | +274.0% | +253.6% |
| 5Y | +148.7% | -19.5% | +168.2% | +148.9% |
| 10Y | +304.8% | +285.8% | +19.0% | +288.2% |
| All | +511.5% | +903.1% | -391.6% | +478.1% |
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 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