-12.4%
CDW vs ZYBT
-58.9%
+46.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.5% | +10.4% | +7.8% |
| 7D | +0.9% | -3.7% | +4.7% | +0.9% |
| 30D | +13.1% | 0.0% | +13.1% | +13.1% |
| 3M | +19.7% | +72.2% | -52.6% | +22.1% |
| 6M | +30.7% | +103.1% | -72.4% | +32.5% |
| YTD | +14.7% | +34.8% | -20.1% | +17.0% |
| 1Y | -5.3% | -83.2% | +77.9% | 0.0% |
| All | -12.4% | -58.9% | +46.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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