+863.2%
CDW vs ACM
+125.1%
+738.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +3.2% | -3.7% | +6.9% | +4.8% |
| 30D | +9.3% | -11.1% | +20.4% | +14.0% |
| 3M | +9.8% | -8.0% | +17.8% | +12.7% |
| 6M | +23.3% | -29.7% | +53.0% | +41.9% |
| YTD | +13.7% | -29.4% | +43.0% | +30.0% |
| 1Y | -6.5% | -46.4% | +40.0% | +19.9% |
| 3Y | -25.2% | -22.3% | -2.9% | -19.5% |
| 5Y | -19.5% | +4.5% | -24.0% | -24.0% |
| 10Y | +285.8% | +127.6% | +158.2% | +159.6% |
| All | +863.2% | +125.1% | +738.1% | +534.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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