+58.2%
ZM vs CDW
+80.5%
-22.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.7% | +7.2% |
| 7D | +6.8% | +2.6% | +4.2% | +6.0% |
| 30D | +0.1% | +20.4% | -20.3% | -5.6% |
| 3M | -7.5% | +28.5% | -36.0% | -14.7% |
| 6M | -8.4% | +70.6% | -79.0% | -22.4% |
| YTD | +13.7% | +29.1% | -15.4% | +3.0% |
| 1Y | +15.9% | +23.8% | -7.8% | +6.3% |
| 3Y | +58.0% | -14.5% | +72.5% | +57.5% |
| 5Y | -60.4% | -1.6% | -58.8% | -62.4% |
| All | +58.2% | +80.5% | -22.3% | +35.9% |
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