+175.8%
CB vs ZS
+488.9%
-313.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | -0.6% | -9.2% | +8.6% | -0.5% |
| 30D | -3.9% | -4.0% | +0.1% | -3.9% |
| 3M | +4.9% | +25.3% | -20.4% | +4.5% |
| 6M | +3.3% | -1.3% | +4.6% | +3.0% |
| YTD | +8.5% | -28.0% | +36.5% | +8.8% |
| 1Y | +22.1% | -42.5% | +64.6% | +22.9% |
| 3Y | +70.1% | +0.7% | +69.4% | +68.8% |
| 5Y | +97.4% | -42.3% | +139.7% | +95.6% |
| All | +175.8% | +488.9% | -313.1% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling