+398.3%
CAH vs ZS
-43.4%
+441.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -5.1% | -8.1% | +3.0% | -5.0% |
| 30D | -1.8% | -8.4% | +6.7% | -1.7% |
| 3M | +9.4% | +31.1% | -21.7% | +8.9% |
| 6M | +9.2% | +4.4% | +4.9% | +9.0% |
| YTD | +15.7% | -27.3% | +43.0% | +16.3% |
| 1Y | +59.7% | -41.4% | +101.1% | +61.4% |
| 3Y | +178.5% | +1.7% | +176.8% | +178.1% |
| 5Y | +398.3% | -39.6% | +437.9% | +397.0% |
| All | +398.3% | -43.4% | +441.7% | +397.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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