+863.2%
CDW vs ACGL
+505.0%
+358.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3Y | -25.2% | +34.0% | -59.2% | -38.6% |
| 5Y | -19.5% | +161.6% | -181.1% | -55.1% |
| 10Y | +285.8% | +278.6% | +7.2% | +74.6% |
| All | +863.2% | +505.0% | +358.3% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling