+322.0%
CDW vs ACGL
+329.5%
-7.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.6% | -1.4% | +3.9% | +3.2% |
| 30D | +20.4% | +12.4% | +8.0% | +14.1% |
| 3M | +28.5% | +11.1% | +17.4% | +22.2% |
| 6M | +70.6% | +16.3% | +54.3% | +58.2% |
| YTD | +29.1% | +13.8% | +15.3% | +20.4% |
| 1Y | +23.8% | +20.4% | +3.4% | +12.3% |
| 3Y | -14.5% | +33.6% | -48.1% | -28.9% |
| 5Y | -1.6% | +176.8% | -178.4% | -46.9% |
| 10Y | +322.0% | +324.6% | -2.6% | +83.5% |
| All | +322.0% | +329.5% | -7.4% | +83.5% |
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