-11.1%
CHRW vs ZS
-31.8%
+20.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.9% | -12.3% | +17.1% | +5.7% |
| 30D | -4.8% | +11.2% | -16.0% | -5.5% |
| 3M | -13.1% | +37.5% | -50.6% | -15.4% |
| 6M | -16.3% | +57.8% | -74.2% | -20.0% |
| YTD | -15.8% | -0.2% | -15.6% | -19.2% |
| 1Y | -11.1% | -31.6% | +20.5% | -14.2% |
| All | -11.1% | -31.8% | +20.7% | -14.2% |
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