+55.1%
ZM vs CDW
+48.5%
+6.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +0.3% | -4.2% | +4.6% | +1.7% |
| 30D | -10.3% | +4.9% | -15.1% | -11.6% |
| 3M | -0.7% | +7.3% | -8.0% | -3.2% |
| 6M | +24.8% | +19.2% | +5.6% | +17.0% |
| YTD | +11.5% | +6.2% | +5.3% | +7.6% |
| 1Y | +12.3% | -14.0% | +26.4% | +14.8% |
| 3Y | +33.5% | -30.0% | +63.5% | +41.9% |
| 5Y | -67.5% | -23.6% | -43.9% | -67.2% |
| All | +55.1% | +48.5% | +6.7% | +42.0% |
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