-22.5%
ACN vs CDW
-10.5%
-12.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +0.9% | +2.1% | -1.2% | -0.6% |
| 30D | +33.5% | +14.7% | +18.8% | +24.1% |
| 3M | +53.5% | +11.1% | +42.3% | +44.3% |
| 6M | +52.2% | +45.6% | +6.6% | +24.1% |
| YTD | -0.1% | +17.1% | -17.2% | -11.2% |
| 1Y | +11.0% | +13.2% | -2.1% | +0.3% |
| 3Y | -11.8% | -22.2% | +10.4% | -7.2% |
| All | -22.5% | -10.5% | -12.0% | -29.9% |
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