+180.5%
NXT vs CDW
-25.1%
+205.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +2.3% |
| 7D | +2.9% | -3.9% | +6.7% | +3.7% |
| 30D | -17.2% | +6.9% | -24.1% | -18.7% |
| 3M | -32.0% | +7.7% | -39.7% | -34.0% |
| 6M | -15.8% | +18.3% | -34.1% | -22.7% |
| YTD | -1.9% | +7.8% | -9.7% | -7.0% |
| 1Y | +22.5% | -12.2% | +34.7% | +26.1% |
| 3Y | +100.5% | -28.9% | +129.5% | +118.5% |
| All | +180.5% | -25.1% | +205.7% | +202.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling