+33.9%
CDW vs ZCMD
-100.0%
+133.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -7.1% | +14.9% | +7.8% |
| 7D | +0.9% | -5.4% | +6.4% | +0.9% |
| 30D | +13.1% | -24.8% | +37.8% | +13.0% |
| 3M | +19.7% | -62.8% | +82.5% | +19.4% |
| 6M | +30.7% | -99.5% | +130.3% | +32.6% |
| YTD | +14.7% | -99.8% | +114.5% | +17.6% |
| 1Y | -5.3% | -99.9% | +94.6% | -1.5% |
| 3Y | -23.8% | -100.0% | +76.1% | -17.0% |
| 5Y | -16.8% | -100.0% | +83.2% | -9.3% |
| All | +33.9% | -100.0% | +133.9% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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