-14.0%
CDW vs ZCMD
-99.9%
+85.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.4% |
| 7D | -4.2% | -4.1% | -0.1% | -4.3% |
| 30D | +4.9% | -22.7% | +27.6% | +4.5% |
| 3M | +7.3% | -62.5% | +69.8% | +6.9% |
| 6M | +19.2% | -99.5% | +118.6% | +9.1% |
| YTD | +6.2% | -99.7% | +105.9% | -2.1% |
| 1Y | -14.0% | -99.9% | +85.9% | -19.0% |
| All | -14.0% | -99.9% | +85.9% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling