-0.9%
CCL vs ZS
-40.8%
+39.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -3.0% |
| 7D | -4.4% | -3.8% | -0.5% | -3.3% |
| 30D | -18.2% | -6.0% | -12.2% | -17.1% |
| 3M | -17.7% | +32.0% | -49.7% | -26.0% |
| 6M | -13.0% | +2.1% | -15.1% | -19.8% |
| YTD | -24.5% | -26.2% | +1.7% | -21.8% |
| 1Y | -26.9% | -41.2% | +14.2% | -17.7% |
| 3Y | +50.8% | +3.3% | +47.4% | +26.9% |
| 5Y | -0.9% | -40.7% | +39.8% | -10.5% |
| All | -0.9% | -40.8% | +39.8% | -10.5% |
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