-14.6%
CDW vs Z
-19.0%
+4.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | +2.6% | -13.1% | +15.6% | +5.8% |
| 30D | +20.4% | +5.9% | +14.5% | +18.9% |
| 3M | +28.5% | -13.7% | +42.1% | +31.9% |
| 6M | +70.6% | -27.1% | +97.7% | +80.1% |
| YTD | +29.1% | -56.8% | +85.9% | +49.4% |
| 1Y | +23.8% | -60.2% | +84.0% | +45.2% |
| All | -14.6% | -19.0% | +4.4% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling