+148.0%
NUE vs CDW
-1.8%
+149.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | -2.4% | +2.6% | -5.0% | -3.3% |
| 30D | +3.8% | +20.4% | -16.6% | -4.3% |
| 3M | -3.7% | +28.5% | -32.1% | -14.3% |
| 6M | +13.2% | +70.6% | -57.4% | -14.1% |
| YTD | +61.6% | +29.1% | +32.5% | +36.7% |
| 1Y | +83.6% | +23.8% | +59.8% | +58.9% |
| 3Y | +78.6% | -14.5% | +93.1% | +83.7% |
| 5Y | +148.0% | -1.6% | +149.5% | +118.2% |
| All | +148.0% | -1.8% | +149.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling