+458.7%
NI vs CDW
+903.1%
-444.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +2.0% | +3.2% | -1.2% | +1.3% |
| 30D | -3.5% | +9.3% | -12.8% | -5.5% |
| 3M | -9.1% | +9.8% | -18.9% | -11.4% |
| 6M | -11.8% | +23.3% | -35.2% | -17.4% |
| YTD | +1.1% | +13.7% | -12.6% | -3.7% |
| 1Y | +6.7% | -6.5% | +13.2% | +6.1% |
| 3Y | +71.1% | -25.2% | +96.3% | +75.8% |
| 5Y | +94.3% | -19.5% | +113.8% | +91.8% |
| 10Y | +135.8% | +285.8% | -150.0% | +62.5% |
| All | +458.7% | +903.1% | -444.4% | +234.5% |
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 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