+82.5%
NUE vs CDW
-5.0%
+87.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.2% | +3.2% | +1.0% | +3.8% |
| 30D | -5.0% | +9.3% | -14.3% | -6.2% |
| 3M | -0.2% | +9.8% | -10.0% | -1.6% |
| 6M | +49.1% | +23.3% | +25.8% | +41.5% |
| YTD | +61.0% | +13.7% | +47.3% | +56.4% |
| 1Y | +82.5% | -6.5% | +89.0% | +92.2% |
| All | +82.5% | -5.0% | +87.5% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling