-55.5%
ACHR vs CDW
+24.6%
-80.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.9% | +15.6% | +15.2% |
| 7D | +5.7% | +2.1% | +3.6% | +3.9% |
| 30D | -4.9% | +14.7% | -19.7% | -12.9% |
| 3M | -15.1% | +11.1% | -26.2% | -21.5% |
| 6M | -30.7% | +45.6% | -76.3% | -47.9% |
| YTD | -41.0% | +17.1% | -58.1% | -51.4% |
| 1Y | -50.0% | +13.2% | -63.2% | -57.7% |
| 3Y | -17.0% | -22.2% | +5.2% | -8.6% |
| 5Y | -29.4% | -10.1% | -19.3% | -33.6% |
| All | -55.5% | +24.6% | -80.1% | -66.9% |
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