+111.3%
NI vs CDW
-5.0%
+116.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.8% | +1.5% |
| 7D | +0.4% | +9.3% | -8.9% | -0.6% |
| 30D | +11.3% | +15.8% | -4.5% | +9.3% |
| 3M | +6.5% | +21.8% | -15.3% | +3.7% |
| 6M | -2.3% | +58.8% | -61.0% | -8.5% |
| YTD | +10.8% | +22.8% | -12.0% | +6.8% |
| 1Y | +6.2% | +17.9% | -11.7% | +3.1% |
| 3Y | +98.7% | -17.4% | +116.1% | +99.8% |
| 5Y | +111.3% | -5.7% | +117.1% | +95.5% |
| All | +111.3% | -5.0% | +116.4% | +95.5% |
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