+19.8%
CDW vs ACI
-23.6%
+43.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +2.6% | -5.3% | +7.9% | +3.6% |
| 30D | +20.4% | +5.0% | +15.4% | +19.6% |
| 3M | +28.5% | +7.5% | +20.9% | +26.9% |
| 6M | +70.6% | -16.0% | +86.6% | +71.4% |
| YTD | +29.1% | -20.6% | +49.7% | +29.9% |
| All | +19.8% | -23.6% | +43.4% | +21.0% |
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