+21.2%
CHRW vs ZS
-41.0%
+62.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | +0.1% |
| 7D | +4.1% | -3.8% | +7.9% | +4.3% |
| 30D | +1.9% | -6.0% | +7.9% | +2.2% |
| 3M | -21.2% | +32.0% | -53.2% | -22.6% |
| 6M | -16.7% | +2.1% | -18.8% | -17.6% |
| YTD | -5.4% | -26.2% | +20.8% | -6.8% |
| 1Y | +21.2% | -41.2% | +62.3% | +18.7% |
| All | +21.2% | -41.0% | +62.1% | +18.7% |
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