-18.3%
ZBH vs CDW
+271.4%
-289.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -6.6% | -7.4% | +0.8% | -4.1% |
| 30D | -4.9% | +5.8% | -10.8% | -7.1% |
| 3M | +5.1% | +10.8% | -5.7% | +0.3% |
| 6M | +1.3% | +21.5% | -20.1% | -8.7% |
| YTD | +3.4% | +6.4% | -3.0% | -2.6% |
| 1Y | -8.7% | -14.8% | +6.1% | -6.7% |
| 3Y | -21.2% | -29.9% | +8.7% | -15.8% |
| 5Y | -29.2% | -22.9% | -6.3% | -29.7% |
| All | -18.3% | +271.4% | -289.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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