-40.6%
ACN vs CDW
-19.1%
-21.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -1.5% | +3.2% | -4.7% | -2.9% |
| 30D | +9.4% | +9.3% | +0.1% | +4.6% |
| 3M | +5.6% | +9.8% | -4.1% | -0.1% |
| 6M | -9.3% | +23.3% | -32.6% | -20.6% |
| YTD | -29.0% | +13.7% | -42.6% | -35.4% |
| 1Y | -24.7% | -6.5% | -18.2% | -24.6% |
| 3Y | -39.8% | -25.2% | -14.6% | -34.9% |
| All | -40.6% | -19.1% | -21.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling