+293.0%
CDW vs Z
-14.9%
+308.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.4% |
| 7D | +2.1% | -4.6% | +6.6% | +3.1% |
| 30D | +14.7% | +8.3% | +6.4% | +12.7% |
| 3M | +11.1% | -11.6% | +22.7% | +13.5% |
| 6M | +45.6% | -33.6% | +79.2% | +56.9% |
| YTD | +17.1% | -56.7% | +73.8% | +36.2% |
| 1Y | +13.2% | -59.1% | +72.3% | +32.9% |
| 3Y | -22.2% | -20.4% | -1.8% | -22.6% |
| 5Y | -10.1% | -55.3% | +45.1% | -4.7% |
| All | +293.0% | -14.9% | +308.0% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling