-9.3%
CDW vs ACGL
+159.2%
-168.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | 0.0% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +14.7% | +13.7% | +1.0% | +10.5% |
| 3M | +11.1% | +8.0% | +3.1% | +8.5% |
| 6M | +45.6% | +13.3% | +32.3% | +40.0% |
| YTD | +17.1% | +11.8% | +5.3% | +12.7% |
| 1Y | +13.2% | +22.2% | -9.1% | +5.8% |
| 3Y | -22.2% | +32.5% | -54.7% | -31.1% |
| All | -9.3% | +159.2% | -168.5% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling