-15.3%
CDW vs ACI
-31.5%
+16.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +9.3% | +2.3% | +7.1% | +9.0% |
| 30D | +14.4% | +1.2% | +13.1% | +14.2% |
| 3M | +21.4% | +6.8% | +14.6% | +20.3% |
| 6M | +72.8% | -18.7% | +91.5% | +74.7% |
| YTD | +28.0% | -20.2% | +48.2% | +29.5% |
| 1Y | +19.3% | -23.7% | +43.1% | +21.1% |
| 3Y | -15.3% | -31.6% | +16.3% | -13.7% |
| All | -15.3% | -31.5% | +16.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling