+681.6%
NUE vs CDW
+1,030.0%
-348.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | +2.8% | +9.3% | -6.6% | -1.3% |
| 30D | -2.1% | +14.4% | -16.4% | -8.6% |
| 3M | -7.3% | +21.4% | -28.7% | -16.7% |
| 6M | +8.9% | +72.8% | -63.9% | -19.4% |
| YTD | +55.6% | +28.0% | +27.6% | +29.8% |
| 1Y | +74.7% | +19.3% | +55.3% | +50.9% |
| 3Y | +71.7% | -15.3% | +87.0% | +72.9% |
| 5Y | +141.2% | -3.8% | +145.0% | +124.5% |
| 10Y | +429.6% | +318.5% | +111.1% | +165.4% |
| All | +681.6% | +1,030.0% | -348.4% | +215.1% |
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