+96.8%
ACN vs CDW
+282.8%
-186.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.8% |
| 7D | -1.5% | +3.2% | -4.7% | -3.0% |
| 30D | +9.4% | +9.3% | +0.1% | +4.4% |
| 3M | +5.6% | +9.8% | -4.1% | -0.3% |
| 6M | -9.3% | +23.3% | -32.6% | -20.8% |
| YTD | -29.0% | +13.7% | -42.6% | -35.6% |
| 1Y | -24.7% | -6.5% | -18.2% | -25.1% |
| 3Y | -39.8% | -25.2% | -14.6% | -34.8% |
| 5Y | -40.9% | -19.5% | -21.4% | -39.7% |
| All | +96.8% | +282.8% | -186.0% | +15.3% |
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