+708.7%
NUE vs CDW
+903.1%
-194.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +4.2% | +3.2% | +1.0% | +2.6% |
| 30D | -5.0% | +9.3% | -14.3% | -9.4% |
| 3M | -0.2% | +9.8% | -10.0% | -6.2% |
| 6M | +49.1% | +23.3% | +25.8% | +28.5% |
| YTD | +61.0% | +13.7% | +47.3% | +43.5% |
| 1Y | +82.5% | -6.5% | +89.0% | +79.3% |
| 3Y | +57.9% | -25.2% | +83.2% | +70.5% |
| 5Y | +146.6% | -19.5% | +166.1% | +152.2% |
| 10Y | +561.6% | +285.8% | +275.8% | +249.5% |
| All | +708.7% | +903.1% | -194.4% | +248.6% |
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