+639.5%
CEG vs ZS
-34.4%
+673.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.5% | +9.4% | +5.6% |
| 7D | +8.0% | -7.8% | +15.9% | +9.3% |
| 30D | +12.9% | +5.0% | +7.9% | +11.6% |
| 3M | +13.2% | +25.5% | -12.4% | +7.9% |
| 6M | -7.0% | +8.7% | -15.7% | -11.3% |
| YTD | -15.0% | -24.5% | +9.5% | -13.0% |
| 1Y | -2.7% | -36.7% | +34.0% | +3.0% |
| 3Y | +184.1% | +7.2% | +176.9% | +169.2% |
| All | +639.5% | -34.4% | +673.9% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling