-16.1%
CEG vs ZS
-39.0%
+22.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +12.1% | -2.6% | +14.7% | +12.1% |
| 30D | +0.2% | -12.8% | +13.1% | 0.0% |
| 3M | +0.7% | +2.3% | -1.6% | +1.9% |
| 6M | +2.2% | +26.3% | -24.0% | +5.5% |
| YTD | -20.3% | -14.4% | -5.9% | -16.4% |
| 1Y | -16.1% | -37.6% | +21.6% | -10.1% |
| All | -16.1% | -39.0% | +22.9% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling