+46.5%
ZM vs CDW
-15.4%
+61.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.9% |
| 7D | -1.0% | +13.1% | -14.1% | -5.4% |
| 30D | -7.0% | +19.1% | -26.1% | -12.9% |
| 3M | -15.2% | +24.7% | -39.9% | -22.1% |
| 6M | -16.8% | +63.4% | -80.1% | -30.6% |
| YTD | +5.4% | +26.3% | -21.0% | -5.8% |
| 1Y | +9.3% | +20.6% | -11.3% | -0.6% |
| 3Y | +46.5% | -16.3% | +62.8% | +44.2% |
| All | +46.5% | -15.4% | +61.9% | +44.2% |
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