+519.0%
NI vs CDW
+1,039.4%
-520.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | +0.6% | +2.6% | -2.0% | 0.0% |
| 30D | +11.2% | +20.4% | -9.2% | +6.8% |
| 3M | +9.2% | +28.5% | -19.3% | +2.9% |
| 6M | -1.8% | +70.6% | -72.4% | -13.9% |
| YTD | +12.0% | +29.1% | -17.1% | +3.4% |
| 1Y | +6.4% | +23.8% | -17.3% | -0.8% |
| 3Y | +99.4% | -14.5% | +113.8% | +98.3% |
| 5Y | +113.1% | -1.6% | +114.7% | +100.0% |
| 10Y | +192.3% | +322.0% | -129.7% | +96.6% |
| All | +519.0% | +1,039.4% | -520.4% | +259.2% |
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 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