+901.2%
CDW vs ACGL
+581.9%
+319.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | -4.1% | +6.4% | -10.5% | -6.8% |
| 30D | +16.7% | +16.6% | +0.1% | +8.8% |
| 3M | +13.6% | +11.6% | +2.0% | +7.9% |
| 6M | +17.0% | +17.5% | -0.4% | +8.0% |
| YTD | +18.1% | +15.3% | +2.9% | +9.5% |
| 1Y | +10.5% | +26.3% | -15.8% | -2.0% |
| 3Y | -20.9% | +35.9% | -56.8% | -34.7% |
| 5Y | -9.3% | +168.2% | -177.5% | -49.5% |
| 10Y | +310.6% | +352.0% | -41.4% | +71.7% |
| All | +901.2% | +581.9% | +319.4% | +265.5% |
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 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