+193.4%
NI vs CDW
+312.7%
-119.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +4.3% | +9.3% | -5.0% | +2.4% |
| 30D | +12.4% | +14.4% | -2.0% | +9.0% |
| 3M | +10.2% | +21.4% | -11.2% | +5.0% |
| 6M | -0.8% | +72.8% | -73.6% | -13.5% |
| YTD | +13.2% | +28.0% | -14.8% | +4.5% |
| 1Y | +10.1% | +19.3% | -9.3% | +3.4% |
| 3Y | +103.1% | -15.3% | +118.4% | +102.8% |
| 5Y | +115.5% | -3.8% | +119.3% | +102.5% |
| All | +193.4% | +312.7% | -119.2% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling