-15.3%
CDW vs ZBRA
+58.5%
-73.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | +9.3% | +0.6% | +8.7% | +9.1% |
| 30D | +14.4% | -14.0% | +28.4% | +20.4% |
| 3M | +21.4% | -14.7% | +36.1% | +28.0% |
| 6M | +72.8% | +31.3% | +41.5% | +53.4% |
| YTD | +28.0% | +33.4% | -5.4% | +11.3% |
| 1Y | +19.3% | +34.1% | -14.8% | +3.5% |
| 3Y | -15.3% | +59.9% | -75.2% | -31.0% |
| All | -15.3% | +58.5% | -73.8% | -31.0% |
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