+5.5%
ZS vs CDW
-25.0%
+30.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -7.8% | +3.2% | -11.0% | -8.9% |
| 30D | +5.0% | +9.3% | -4.2% | +1.5% |
| 3M | +25.5% | +9.8% | +15.7% | +20.4% |
| 6M | +8.7% | +23.3% | -14.6% | -1.6% |
| YTD | -24.5% | +13.7% | -38.2% | -29.7% |
| 1Y | -36.7% | -6.5% | -30.2% | -35.8% |
| All | +5.5% | -25.0% | +30.5% | +6.7% |
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