+195.4%
ACN vs CDW
+903.1%
-707.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 6M | -9.3% | +23.3% | -32.6% | -20.1% |
| YTD | -29.0% | +13.7% | -42.6% | -35.2% |
| 1Y | -24.7% | -6.5% | -18.2% | -25.0% |
| 3Y | -39.8% | -25.2% | -14.6% | -35.1% |
| 5Y | -40.9% | -19.5% | -21.4% | -39.5% |
| 10Y | +91.1% | +285.8% | -194.7% | +7.7% |
| All | +195.4% | +903.1% | -707.7% | +54.0% |
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