+63.4%
ZM vs CDW
+58.9%
+4.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.5% |
| 7D | +2.9% | +3.2% | -0.2% | +2.0% |
| 30D | +0.7% | +9.3% | -8.6% | -2.1% |
| 3M | -3.7% | +9.8% | -13.5% | -6.8% |
| 6M | +29.9% | +23.3% | +6.5% | +20.4% |
| YTD | +17.4% | +13.7% | +3.8% | +11.1% |
| 1Y | +22.4% | -6.5% | +28.9% | +22.0% |
| 3Y | +41.3% | -25.2% | +66.5% | +47.3% |
| 5Y | -66.0% | -19.5% | -46.5% | -66.4% |
| All | +63.4% | +58.9% | +4.5% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling