+490.7%
ZS vs CDW
+152.3%
+338.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -3.5% |
| 7D | -13.4% | +13.1% | -26.5% | -19.0% |
| 30D | -16.6% | +19.1% | -35.7% | -24.1% |
| 3M | +10.3% | +24.7% | -14.4% | -2.4% |
| 6M | +28.1% | +63.4% | -35.2% | -3.3% |
| YTD | -13.3% | +26.3% | -39.7% | -27.3% |
| 1Y | -40.7% | +20.6% | -61.3% | -49.1% |
| 3Y | +11.4% | -16.3% | +27.7% | +13.6% |
| 5Y | -42.2% | -3.9% | -38.3% | -45.4% |
| All | +490.7% | +152.3% | +338.4% | +186.6% |
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