+156.3%
ACN vs CDW
+325.6%
-169.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.2% | -4.7% |
| 7D | -2.5% | +9.3% | -11.8% | -7.2% |
| 30D | +22.6% | +15.8% | +6.9% | +13.1% |
| 3M | +45.9% | +21.8% | +24.1% | +31.1% |
| 6M | +43.8% | +58.8% | -14.9% | +11.7% |
| YTD | -2.5% | +22.8% | -25.2% | -15.6% |
| 1Y | +6.5% | +17.9% | -11.4% | -6.1% |
| 3Y | -14.2% | -17.4% | +3.3% | -12.2% |
| 5Y | -24.4% | -5.7% | -18.7% | -29.2% |
| 10Y | +156.3% | +319.5% | -163.2% | +49.7% |
| All | +156.3% | +325.6% | -169.3% | +49.7% |
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