+10.7%
CARR vs ZS
-38.5%
+49.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | -3.8% | -3.1% | -0.7% | -3.3% |
| 30D | -8.9% | -7.2% | -1.7% | -8.1% |
| 3M | -17.3% | +30.5% | -47.8% | -21.0% |
| 6M | -1.4% | +7.0% | -8.4% | -5.1% |
| YTD | +10.0% | -26.8% | +36.8% | +13.0% |
| 1Y | -6.4% | -42.6% | +36.3% | +0.7% |
| 3Y | +1.5% | -0.3% | +1.9% | -5.0% |
| All | +10.7% | -38.5% | +49.2% | +5.0% |
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