+71.5%
CDNS vs ZS
-40.8%
+112.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.8% |
| 3M | -27.2% | +32.0% | -59.2% | -34.3% |
| 6M | -4.5% | +2.1% | -6.7% | -9.8% |
| YTD | -9.0% | -26.2% | +17.2% | -4.4% |
| 1Y | -21.3% | -41.2% | +19.8% | -11.0% |
| 3Y | +19.6% | +3.3% | +16.3% | +8.0% |
| 5Y | +71.5% | -40.7% | +112.3% | +68.3% |
| All | +71.5% | -40.8% | +112.3% | +68.3% |
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