-52.8%
ACHR vs CDW
+34.5%
-87.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -3.6% |
| 7D | +14.0% | +13.1% | +1.0% | +6.1% |
| 30D | -5.0% | +19.1% | -24.2% | -14.7% |
| 3M | -24.8% | +24.7% | -49.5% | -34.5% |
| 6M | -27.3% | +63.4% | -90.7% | -48.7% |
| YTD | -37.4% | +26.3% | -63.7% | -50.5% |
| 1Y | -44.3% | +20.6% | -64.8% | -54.3% |
| 3Y | -5.2% | -16.3% | +11.1% | +0.6% |
| 5Y | -20.8% | -3.9% | -16.9% | -28.1% |
| All | -52.8% | +34.5% | -87.2% | -66.3% |
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 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