+301.5%
CDW vs ZBRA
+373.1%
-71.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +1.0% |
| 7D | +9.1% | -1.2% | +10.3% | +9.6% |
| 30D | +13.7% | -17.8% | +31.5% | +22.6% |
| 3M | +27.0% | -16.0% | +43.0% | +35.7% |
| 6M | +75.9% | +31.4% | +44.4% | +54.3% |
| YTD | +28.9% | +30.9% | -2.0% | +11.5% |
| 1Y | +19.6% | +24.3% | -4.7% | +5.6% |
| 3Y | -14.6% | +54.2% | -68.8% | -33.5% |
| 5Y | -3.2% | -46.3% | +43.1% | +12.2% |
| All | +301.5% | +373.1% | -71.6% | +145.6% |
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