+892.4%
CDW vs ACM
+126.9%
+765.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.1% | +5.4% | -3.3% | -0.1% |
| 30D | +14.7% | +15.1% | -0.4% | +8.1% |
| 3M | +11.1% | -10.5% | +21.6% | +15.6% |
| 6M | +45.6% | -19.7% | +65.3% | +58.2% |
| YTD | +17.1% | -28.8% | +45.9% | +33.5% |
| 1Y | +13.2% | -47.9% | +61.0% | +47.1% |
| 3Y | -22.2% | -12.4% | -9.8% | -20.3% |
| 5Y | -10.1% | +0.6% | -10.7% | -13.6% |
| 10Y | +307.0% | +161.3% | +145.7% | +163.2% |
| All | +892.4% | +126.9% | +765.6% | +551.3% |
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