-11.2%
CHRW vs ZS
-41.6%
+30.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.7% |
| 7D | -0.1% | -13.7% | +13.6% | +1.0% |
| 30D | -4.3% | -14.2% | +9.9% | -3.3% |
| 3M | -7.4% | +8.5% | -16.0% | -8.2% |
| 6M | -20.7% | +30.2% | -50.9% | -23.0% |
| YTD | -15.9% | -13.8% | -2.0% | -18.6% |
| All | -11.2% | -41.6% | +30.4% | -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