+50.6%
CDW vs ZCMD
-100.0%
+150.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.2% |
| 7D | +2.6% | +1.4% | +1.2% | +2.6% |
| 30D | +20.4% | -29.9% | +50.3% | +20.3% |
| 3M | +28.5% | -54.9% | +83.3% | +28.2% |
| 6M | +70.6% | -99.7% | +170.3% | +72.4% |
| YTD | +29.1% | -99.9% | +128.9% | +32.1% |
| 1Y | +23.8% | -99.9% | +123.7% | +27.6% |
| 3Y | -14.5% | -100.0% | +85.5% | -7.5% |
| 5Y | -1.6% | -100.0% | +98.4% | +8.4% |
| All | +50.6% | -100.0% | +150.6% | +108.2% |
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