+293.7%
CDW vs ZBRA
+435.2%
-141.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.0% | +7.1% |
| 7D | +0.9% | -3.4% | +4.3% | +2.4% |
| 30D | +13.1% | -7.4% | +20.5% | +16.5% |
| 3M | +19.7% | +57.5% | -37.8% | -1.8% |
| 6M | +30.7% | +64.0% | -33.3% | +4.5% |
| YTD | +14.7% | +44.3% | -29.6% | -4.2% |
| 1Y | -5.3% | +10.9% | -16.2% | -12.4% |
| 3Y | -23.8% | +37.5% | -61.4% | -37.8% |
| 5Y | -16.8% | -39.7% | +22.8% | -8.1% |
| All | +293.7% | +435.2% | -141.6% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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