+319.5%
CDW vs ACGL
+332.3%
-12.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.1% | +4.5% |
| 7D | +9.3% | -1.1% | +10.4% | +10.0% |
| 30D | +15.8% | +13.1% | +2.7% | +9.4% |
| 3M | +21.8% | +9.8% | +12.0% | +16.5% |
| 6M | +58.8% | +15.3% | +43.5% | +47.8% |
| YTD | +22.8% | +12.7% | +10.1% | +14.9% |
| 1Y | +17.9% | +20.7% | -2.8% | +6.8% |
| 3Y | -17.4% | +34.3% | -51.7% | -31.6% |
| 5Y | -5.7% | +170.6% | -176.3% | -48.6% |
| 10Y | +319.5% | +330.6% | -11.1% | +74.2% |
| All | +319.5% | +332.3% | -12.8% | +74.2% |
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