+626.9%
CEG vs ZS
-35.8%
+662.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | +1.3% | -3.8% | +5.2% | +1.9% |
| 30D | +8.8% | -6.0% | +14.8% | +9.5% |
| 3M | +17.0% | +32.0% | -15.0% | +10.5% |
| 6M | -8.7% | +2.1% | -10.9% | -11.9% |
| YTD | -16.4% | -26.2% | +9.7% | -14.2% |
| 1Y | -1.8% | -41.2% | +39.4% | +5.6% |
| 3Y | +175.8% | +3.3% | +172.5% | +162.8% |
| All | +626.9% | -35.8% | +662.8% | +614.0% |
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