-22.8%
CDW vs ZCMD
-100.0%
+77.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.2% |
| 7D | -3.9% | -1.4% | -2.5% | -3.9% |
| 30D | +6.9% | -21.6% | +28.5% | +6.7% |
| 3M | +7.7% | -67.4% | +75.0% | +7.8% |
| 6M | +18.3% | -99.4% | +117.8% | +15.8% |
| YTD | +7.8% | -99.7% | +107.5% | +5.7% |
| 1Y | -12.2% | -99.9% | +87.7% | -13.6% |
| 3Y | -28.9% | -100.0% | +71.0% | -30.7% |
| 5Y | -22.8% | -100.0% | +77.2% | -24.9% |
| All | -22.8% | -100.0% | +77.2% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling