+212.0%
NXT vs CDW
-11.0%
+223.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -9.4% | +9.3% | -18.7% | -11.5% |
| 30D | +15.1% | +14.4% | +0.7% | +11.0% |
| 3M | -9.1% | +21.4% | -30.5% | -13.8% |
| 6M | -30.3% | +72.8% | -103.1% | -41.1% |
| YTD | +9.1% | +28.0% | -18.9% | -1.2% |
| 1Y | +7.9% | +19.3% | -11.5% | +0.8% |
| 3Y | +176.5% | -15.3% | +191.8% | +188.1% |
| All | +212.0% | -11.0% | +223.0% | +221.0% |
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