+293.0%
CDW vs ACGL
+337.7%
-44.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.5% |
| 7D | +2.1% | +0.9% | +1.2% | +1.7% |
| 30D | +14.7% | +13.7% | +1.0% | +8.1% |
| 3M | +11.1% | +8.0% | +3.1% | +7.1% |
| 6M | +45.6% | +13.3% | +32.3% | +36.7% |
| YTD | +17.1% | +11.8% | +5.3% | +10.0% |
| 1Y | +13.2% | +22.2% | -9.1% | +1.9% |
| 3Y | -22.2% | +32.5% | -54.7% | -35.1% |
| 5Y | -10.1% | +160.2% | -170.3% | -49.9% |
| All | +293.0% | +337.7% | -44.6% | +64.8% |
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