+77.2%
CHRW vs ZS
+599.9%
-522.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +7.3% | -2.6% | +9.9% | +7.5% |
| 30D | -3.6% | -12.8% | +9.2% | -2.6% |
| 3M | -9.6% | +2.3% | -11.9% | -10.1% |
| 6M | -17.0% | +26.3% | -43.3% | -19.6% |
| YTD | -15.4% | -14.4% | -1.0% | -15.9% |
| 1Y | -10.0% | -37.6% | +27.6% | -8.2% |
| 3Y | +82.2% | +8.0% | +74.1% | +75.1% |
| 5Y | +59.4% | -44.9% | +104.2% | +54.9% |
| All | +77.2% | +599.9% | -522.7% | +39.3% |
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