+562.3%
CEG vs ZS
-24.7%
+587.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | +1.7% | -13.4% | +15.1% | +3.9% |
| 30D | -10.2% | -16.6% | +6.4% | -7.8% |
| 3M | -0.8% | +10.3% | -11.2% | -3.3% |
| 6M | -11.5% | +28.1% | -39.7% | -17.8% |
| YTD | -23.9% | -13.3% | -10.5% | -24.2% |
| 1Y | -25.4% | -40.7% | +15.3% | -19.4% |
| 3Y | +124.2% | +11.4% | +112.8% | +110.2% |
| All | +562.3% | -24.7% | +587.0% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling