-42.3%
ZS vs CDW
-22.8%
-19.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -1.7% |
| 7D | -9.2% | -3.9% | -5.3% | -7.1% |
| 30D | -4.0% | +6.9% | -10.9% | -7.6% |
| 3M | +25.3% | +7.7% | +17.6% | +18.6% |
| 6M | -1.3% | +18.3% | -19.6% | -14.6% |
| YTD | -28.0% | +7.8% | -35.8% | -34.6% |
| 1Y | -42.5% | -12.2% | -30.3% | -40.4% |
| 3Y | +0.7% | -28.9% | +29.7% | +15.1% |
| 5Y | -42.3% | -22.8% | -19.5% | -44.6% |
| All | -42.3% | -22.8% | -19.5% | -44.6% |
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 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