+269.4%
CDW vs Z
-5.7%
+275.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -4.2% | -7.1% | +2.8% | -2.8% |
| 30D | +4.9% | -4.8% | +9.6% | +5.7% |
| 3M | +7.3% | -9.3% | +16.6% | +8.9% |
| 6M | +19.2% | -29.0% | +48.2% | +26.4% |
| YTD | +6.2% | -52.9% | +59.1% | +21.6% |
| 1Y | -14.0% | -63.1% | +49.1% | +2.9% |
| 3Y | -30.0% | -36.9% | +6.9% | -27.1% |
| 5Y | -23.6% | -65.5% | +41.9% | -15.9% |
| 10Y | +269.4% | -3.9% | +273.2% | +191.3% |
| All | +269.4% | -5.7% | +275.1% | +191.3% |
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