+315.4%
ACN vs CDW
+933.5%
-618.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +0.9% | +2.1% | -1.2% | -0.5% |
| 30D | +33.5% | +14.7% | +18.8% | +24.4% |
| 3M | +53.5% | +11.1% | +42.3% | +44.7% |
| 6M | +52.2% | +45.6% | +6.6% | +25.2% |
| YTD | -0.1% | +17.1% | -17.2% | -10.7% |
| 1Y | +11.0% | +13.2% | -2.1% | +0.7% |
| 3Y | -11.8% | -22.2% | +10.4% | -7.2% |
| 5Y | -22.8% | -10.1% | -12.7% | -25.2% |
| 10Y | +162.4% | +307.0% | -144.5% | +43.9% |
| All | +315.4% | +933.5% | -618.1% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling