-20.5%
ZBH vs CDW
-30.2%
+9.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -4.9% | -4.2% | -0.7% | -4.4% |
| 30D | -3.2% | +4.9% | -8.1% | -3.8% |
| 3M | +5.8% | +7.3% | -1.5% | +4.6% |
| 6M | +2.0% | +19.2% | -17.2% | -1.4% |
| YTD | +5.8% | +6.2% | -0.4% | +3.8% |
| 1Y | -7.9% | -14.0% | +6.1% | -6.6% |
| All | -20.5% | -30.2% | +9.7% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling