+283.8%
CDW vs ACGL
+276.1%
+7.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.2% |
| 7D | +3.2% | -0.7% | +3.9% | +3.5% |
| 30D | +9.3% | -1.0% | +10.3% | +9.7% |
| 3M | +9.8% | +11.0% | -1.3% | +4.3% |
| 6M | +23.3% | -0.3% | +23.7% | +22.5% |
| YTD | +13.7% | +2.3% | +11.4% | +11.3% |
| 1Y | -6.5% | +6.4% | -12.9% | -10.6% |
| 3Y | -25.2% | +34.0% | -59.2% | -38.8% |
| 5Y | -19.5% | +161.6% | -181.1% | -55.8% |
| All | +283.8% | +276.1% | +7.7% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling