+87.8%
NUE vs CDW
+13.2%
+74.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.7% | -14.7% | -3.0% |
| 7D | -1.4% | +3.7% | -5.2% | -1.6% |
| 30D | +6.6% | +26.0% | -19.4% | +4.2% |
| 3M | -2.0% | +10.1% | -12.1% | -3.0% |
| 6M | +19.2% | +26.1% | -6.8% | +16.0% |
| YTD | +65.6% | +25.9% | +39.7% | +60.2% |
| 1Y | +87.8% | +21.5% | +66.3% | +84.0% |
| All | +87.8% | +13.2% | +74.7% | +84.0% |
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 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