-1.8%
CEG vs ZS
-41.0%
+39.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.7% |
| 7D | +1.3% | -3.8% | +5.2% | +1.3% |
| 30D | +8.8% | -6.0% | +14.8% | +8.7% |
| 3M | +17.0% | +32.0% | -15.0% | +16.6% |
| 6M | -8.7% | +2.1% | -10.9% | -6.5% |
| YTD | -16.4% | -26.2% | +9.7% | -11.0% |
| 1Y | -1.8% | -41.2% | +39.4% | +8.7% |
| All | -1.8% | -41.0% | +39.2% | +8.7% |
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