+98.2%
CHRW vs ZS
+504.0%
-405.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | 0.0% |
| 7D | +4.1% | -3.8% | +7.9% | +4.4% |
| 30D | +1.9% | -6.0% | +7.9% | +2.3% |
| 3M | -21.2% | +32.0% | -53.2% | -23.1% |
| 6M | -16.7% | +2.1% | -18.8% | -17.8% |
| YTD | -5.4% | -26.2% | +20.8% | -4.4% |
| 1Y | +21.2% | -41.2% | +62.3% | +24.4% |
| 3Y | +86.5% | +3.3% | +83.1% | +80.2% |
| 5Y | +93.0% | -40.7% | +133.8% | +87.9% |
| All | +98.2% | +504.0% | -405.8% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling