-59.6%
ACHR vs CDW
+36.3%
-95.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -6.6% |
| 7D | -9.2% | +9.3% | -18.6% | -13.4% |
| 30D | -1.0% | +14.4% | -15.3% | -8.6% |
| 3M | -42.2% | +21.4% | -63.6% | -48.9% |
| 6M | -38.2% | +72.8% | -111.0% | -57.8% |
| YTD | -46.4% | +28.0% | -74.4% | -58.0% |
| 1Y | -49.4% | +19.3% | -68.7% | -57.9% |
| 3Y | -22.5% | -15.3% | -7.2% | -18.1% |
| 5Y | -29.8% | -3.8% | -26.0% | -36.2% |
| All | -59.6% | +36.3% | -95.8% | -71.3% |
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