+145.3%
NUE vs CDW
-22.7%
+168.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | +0.4% |
| 7D | +1.8% | -3.9% | +5.7% | +3.4% |
| 30D | -6.0% | +6.9% | -12.8% | -9.1% |
| 3M | +1.4% | +7.7% | -6.3% | -3.5% |
| 6M | +52.8% | +18.3% | +34.5% | +34.4% |
| YTD | +58.1% | +7.8% | +50.4% | +45.2% |
| 1Y | +80.4% | -12.2% | +92.6% | +85.7% |
| 3Y | +62.3% | -28.9% | +91.2% | +81.7% |
| All | +145.3% | -22.7% | +168.0% | +154.8% |
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