+17.0%
CDNS vs ZS
+2.4%
+14.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.7% |
| 7D | -7.2% | -3.8% | -3.4% | -6.0% |
| 30D | -14.3% | -6.0% | -8.3% | -12.7% |
| 3M | -27.2% | +32.0% | -59.2% | -34.5% |
| 6M | -4.5% | +2.1% | -6.7% | -10.5% |
| YTD | -9.0% | -26.2% | +17.2% | -3.1% |
| 1Y | -21.3% | -41.2% | +19.8% | -8.6% |
| All | +17.0% | +2.4% | +14.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling