-49.2%
CCI vs ZS
-42.5%
-6.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | -0.3% | -3.8% | +3.6% | 0.0% |
| 30D | +2.1% | -6.0% | +8.1% | +2.5% |
| 3M | -17.8% | +32.0% | -49.8% | -19.9% |
| 6M | -14.2% | +2.1% | -16.3% | -15.5% |
| YTD | -13.3% | -26.2% | +12.8% | -12.3% |
| 1Y | -16.6% | -41.2% | +24.5% | -14.0% |
| 3Y | -10.8% | +3.3% | -14.1% | -15.3% |
| All | -49.2% | -42.5% | -6.7% | -52.2% |
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