+319.5%
CDW vs Z
-11.7%
+331.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.8% | +1.1% | +4.1% |
| 7D | +9.3% | -5.2% | +14.5% | +10.6% |
| 30D | +15.8% | +5.7% | +10.1% | +14.4% |
| 3M | +21.8% | -8.7% | +30.5% | +23.6% |
| 6M | +58.8% | -26.0% | +84.7% | +67.4% |
| YTD | +22.8% | -55.0% | +77.8% | +41.7% |
| 1Y | +17.9% | -58.0% | +75.9% | +37.7% |
| 3Y | -17.4% | -15.2% | -2.2% | -18.9% |
| 5Y | -5.7% | -53.8% | +48.1% | -0.7% |
| 10Y | +319.5% | -14.5% | +334.0% | +233.2% |
| All | +319.5% | -11.7% | +331.2% | +233.2% |
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