-29.5%
ZBH vs CDW
-23.8%
-5.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -4.9% | -4.2% | -0.7% | -4.1% |
| 30D | -3.2% | +4.9% | -8.1% | -4.3% |
| 3M | +5.8% | +7.3% | -1.5% | +3.6% |
| 6M | +2.0% | +19.2% | -17.2% | -3.9% |
| YTD | +5.8% | +6.2% | -0.4% | +2.3% |
| 1Y | -7.9% | -14.0% | +6.1% | -6.1% |
| 3Y | -19.4% | -30.0% | +10.6% | -15.0% |
| 5Y | -29.5% | -23.6% | -5.9% | -31.0% |
| All | -29.5% | -23.8% | -5.7% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling