-43.6%
ZS vs CDW
-10.5%
-33.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | -16.9% | +2.1% | -19.0% | -18.1% |
| 30D | -7.4% | +14.7% | -22.2% | -14.6% |
| 3M | +21.6% | +11.1% | +10.4% | +13.2% |
| 6M | +42.4% | +45.6% | -3.2% | +11.0% |
| YTD | -12.1% | +17.1% | -29.2% | -24.6% |
| 1Y | -37.8% | +13.2% | -51.0% | -45.5% |
| 3Y | +20.9% | -22.2% | +43.1% | +29.7% |
| All | -43.6% | -10.5% | -33.1% | -51.4% |
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