-18.9%
CDW vs Z
-64.8%
+45.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | +3.2% | -3.0% | +6.2% | +3.7% |
| 30D | +9.3% | -4.2% | +13.5% | +9.9% |
| 3M | +9.8% | -3.7% | +13.5% | +10.0% |
| 6M | +23.3% | -24.5% | +47.8% | +28.8% |
| YTD | +13.7% | -49.3% | +62.9% | +27.3% |
| 1Y | -6.5% | -58.7% | +52.2% | +8.3% |
| 3Y | -25.2% | -34.1% | +8.9% | -22.5% |
| All | -18.9% | -64.8% | +45.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling