+46.4%
NKE vs CDW
+1,030.0%
-983.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -1.6% | +9.3% | -10.9% | -5.0% |
| 30D | +7.6% | +14.4% | -6.7% | +1.7% |
| 3M | -6.9% | +21.4% | -28.3% | -14.8% |
| 6M | -8.5% | +72.8% | -81.3% | -29.0% |
| YTD | -38.8% | +28.0% | -66.8% | -47.3% |
| 1Y | -40.6% | +19.3% | -59.9% | -47.2% |
| 3Y | -60.9% | -15.3% | -45.6% | -60.7% |
| 5Y | -75.4% | -3.8% | -71.6% | -76.9% |
| 10Y | -13.5% | +318.5% | -332.0% | -51.1% |
| All | +46.4% | +1,030.0% | -983.6% | -30.9% |
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