-67.2%
ZM vs CDW
-22.8%
-44.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.2% | +0.4% | -2.3% |
| 7D | +1.6% | -3.9% | +5.5% | +3.6% |
| 30D | -7.7% | +6.9% | -14.6% | -10.8% |
| 3M | -4.7% | +7.7% | -12.3% | -9.0% |
| 6M | +24.4% | +18.3% | +6.1% | +11.0% |
| YTD | +11.8% | +7.8% | +4.0% | +4.0% |
| 1Y | +13.4% | -12.2% | +25.5% | +17.1% |
| 3Y | +33.8% | -28.9% | +62.8% | +47.8% |
| 5Y | -67.2% | -22.8% | -44.4% | -69.3% |
| All | -67.2% | -22.8% | -44.4% | -69.3% |
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