+69.5%
CDW vs ACI
+34.0%
+35.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.6% |
| 7D | +13.1% | -0.6% | +13.7% | +13.3% |
| 30D | +19.1% | +9.5% | +9.6% | +17.8% |
| 3M | +24.7% | +10.1% | +14.6% | +23.2% |
| 6M | +63.4% | -15.4% | +78.7% | +65.3% |
| YTD | +26.3% | -19.5% | +45.9% | +28.4% |
| 1Y | +20.6% | -21.0% | +41.6% | +22.8% |
| 3Y | -16.3% | -31.2% | +14.9% | -14.0% |
| 5Y | -3.9% | -40.6% | +36.6% | -1.1% |
| All | +69.5% | +34.0% | +35.5% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling