+203.3%
CB vs ZS
+608.8%
-405.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +1.6% |
| 7D | +0.7% | -13.4% | +14.1% | +0.9% |
| 30D | +8.2% | -16.6% | +24.8% | +8.4% |
| 3M | +6.3% | +10.3% | -4.0% | +6.0% |
| 6M | +16.2% | +28.1% | -11.9% | +15.4% |
| YTD | +19.3% | -13.3% | +32.7% | +19.2% |
| 1Y | +29.2% | -40.7% | +70.0% | +30.0% |
| 3Y | +71.4% | +11.4% | +60.1% | +69.7% |
| 5Y | +104.2% | -42.2% | +146.4% | +102.0% |
| All | +203.3% | +608.8% | -405.5% | +164.0% |
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 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