+301.5%
CDW vs Z
-19.3%
+320.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | +9.1% | -4.9% | +14.0% | +10.2% |
| 30D | +13.7% | +3.0% | +10.7% | +12.9% |
| 3M | +27.0% | -13.4% | +40.4% | +30.3% |
| 6M | +75.9% | -27.3% | +103.2% | +86.1% |
| YTD | +28.9% | -57.8% | +86.7% | +50.6% |
| 1Y | +19.6% | -60.0% | +79.6% | +41.0% |
| 3Y | -14.6% | -21.5% | +6.9% | -14.8% |
| 5Y | -3.2% | -55.0% | +51.8% | +2.5% |
| All | +301.5% | -19.3% | +320.8% | +224.5% |
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