+28.0%
NU vs CDW
-7.3%
+35.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.4% | +12.0% |
| 7D | +9.9% | +9.3% | +0.6% | +5.8% |
| 30D | -11.5% | +14.4% | -25.8% | -16.7% |
| 3M | -5.1% | +21.4% | -26.5% | -13.8% |
| 6M | +3.1% | +72.8% | -69.7% | -23.4% |
| YTD | -21.0% | +28.0% | -49.1% | -33.9% |
| 1Y | -15.2% | +19.3% | -34.6% | -25.9% |
| 3Y | +56.4% | -15.3% | +71.8% | +61.0% |
| All | +28.0% | -7.3% | +35.3% | +15.0% |
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