+140.2%
NI vs CDW
+271.4%
-131.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.6% | -7.4% | +6.8% | +1.0% |
| 30D | -1.4% | +5.8% | -7.2% | -2.9% |
| 3M | -10.6% | +10.8% | -21.4% | -13.1% |
| 6M | -9.9% | +21.5% | -31.4% | -15.7% |
| YTD | +1.2% | +6.4% | -5.2% | -2.5% |
| 1Y | +4.4% | -14.8% | +19.2% | +6.1% |
| 3Y | +68.6% | -29.9% | +98.5% | +76.0% |
| 5Y | +98.0% | -22.9% | +120.9% | +96.2% |
| All | +140.2% | +271.4% | -131.2% | +69.1% |
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 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