+34.0%
ZM vs CDW
-30.2%
+64.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +0.3% | -4.2% | +4.6% | +1.9% |
| 30D | -10.3% | +4.9% | -15.1% | -11.8% |
| 3M | -0.7% | +7.3% | -8.0% | -3.8% |
| 6M | +24.8% | +19.2% | +5.6% | +15.1% |
| YTD | +11.5% | +6.2% | +5.3% | +6.7% |
| 1Y | +12.3% | -14.0% | +26.4% | +15.6% |
| All | +34.0% | -30.2% | +64.2% | +38.0% |
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 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