-12.2%
CDW vs ACI
-33.6%
+21.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.3% | -1.9% | -4.7% |
| 7D | -3.9% | -2.6% | -1.3% | -3.5% |
| 30D | +6.9% | +1.1% | +5.8% | +6.7% |
| 3M | +7.7% | -23.6% | +31.3% | +10.6% |
| 6M | +18.3% | -29.9% | +48.3% | +23.3% |
| YTD | +7.8% | -26.9% | +34.6% | +11.0% |
| 1Y | -12.2% | -34.2% | +22.1% | -9.1% |
| All | -12.2% | -33.6% | +21.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling