+17.3%
CHRW vs ZS
-37.1%
+54.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.0% |
| 7D | -1.8% | -7.8% | +6.0% | -1.3% |
| 30D | -3.9% | +5.0% | -8.9% | -4.3% |
| 3M | -19.7% | +25.5% | -45.3% | -20.9% |
| 6M | -21.7% | +8.7% | -30.4% | -22.9% |
| YTD | -7.5% | -24.5% | +17.0% | -9.3% |
| 1Y | +17.3% | -36.7% | +54.0% | +14.4% |
| All | +17.3% | -37.1% | +54.4% | +14.4% |
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