-1.8%
CARR vs ZS
-31.8%
+30.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.7% | -12.3% | +11.6% | -1.3% |
| 30D | +0.3% | +11.2% | -10.9% | +1.1% |
| 3M | -14.9% | +37.5% | -52.4% | -12.9% |
| 6M | -14.9% | +57.8% | -72.7% | -9.5% |
| YTD | +7.0% | -0.2% | +7.2% | +15.4% |
| 1Y | -1.8% | -31.6% | +29.9% | +10.3% |
| All | -1.8% | -31.8% | +30.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling