+103.2%
CB vs ZS
-42.0%
+145.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.7% |
| 7D | +0.2% | -16.9% | +17.1% | +0.6% |
| 30D | +9.1% | -7.4% | +16.5% | +9.1% |
| 3M | +3.4% | +21.6% | -18.1% | +2.8% |
| 6M | +14.1% | +42.4% | -28.3% | +12.9% |
| YTD | +18.0% | -12.1% | +30.1% | +17.8% |
| 1Y | +30.1% | -37.8% | +68.0% | +31.1% |
| 3Y | +71.8% | +20.9% | +50.9% | +69.0% |
| All | +103.2% | -42.0% | +145.2% | +97.0% |
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