-28.9%
CDW vs ZBRA
+34.1%
-63.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.2% |
| 7D | -3.9% | +2.6% | -6.4% | -4.7% |
| 30D | +6.9% | -6.4% | +13.3% | +9.3% |
| 3M | +7.7% | +51.3% | -43.6% | -8.6% |
| 6M | +18.3% | +60.5% | -42.2% | -2.5% |
| YTD | +7.8% | +45.2% | -37.4% | -8.6% |
| 1Y | -12.2% | +12.3% | -24.5% | -17.9% |
| 3Y | -28.9% | +37.5% | -66.5% | -38.8% |
| All | -28.9% | +34.1% | -63.0% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling