+414.5%
ZS vs CDW
+127.0%
+287.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -7.8% | +3.2% | -11.0% | -9.2% |
| 30D | +5.0% | +9.3% | -4.2% | +0.2% |
| 3M | +25.5% | +9.8% | +15.7% | +18.4% |
| 6M | +8.7% | +23.3% | -14.6% | -6.1% |
| YTD | -24.5% | +13.7% | -38.2% | -32.5% |
| 1Y | -36.7% | -6.5% | -30.2% | -37.5% |
| 3Y | +7.2% | -25.2% | +32.5% | +17.0% |
| 5Y | -40.9% | -19.5% | -21.4% | -38.8% |
| All | +414.5% | +127.0% | +287.5% | +165.9% |
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