+709.6%
NUE vs CDW
+1,037.5%
-327.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +6.1% | +9.1% | -3.0% | +2.1% |
| 30D | +2.7% | +13.7% | -11.0% | -3.8% |
| 3M | -3.8% | +27.0% | -30.9% | -15.4% |
| 6M | +14.0% | +75.9% | -61.9% | -16.3% |
| YTD | +61.2% | +28.9% | +32.3% | +34.0% |
| 1Y | +77.8% | +19.6% | +58.2% | +53.5% |
| 3Y | +78.2% | -14.6% | +92.8% | +78.8% |
| 5Y | +149.8% | -3.2% | +153.0% | +131.8% |
| 10Y | +448.6% | +321.3% | +127.2% | +174.0% |
| All | +709.6% | +1,037.5% | -327.9% | +225.4% |
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