-25.8%
ACN vs CDW
-4.0%
-21.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -3.8% | +9.3% | -13.2% | -7.9% |
| 30D | +16.5% | +14.4% | +2.2% | +8.5% |
| 3M | +41.5% | +21.4% | +20.0% | +27.7% |
| 6M | +60.1% | +72.8% | -12.7% | +20.2% |
| YTD | -3.9% | +28.0% | -32.0% | -18.2% |
| 1Y | +4.1% | +19.3% | -15.3% | -8.2% |
| 3Y | -15.9% | -15.3% | -0.6% | -15.0% |
| All | -25.8% | -4.0% | -21.8% | -34.7% |
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 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