+72.6%
CHRW vs ZS
+14.2%
+58.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -3.4% | -13.4% | +10.0% | -2.3% |
| 30D | -9.4% | -16.6% | +7.2% | -8.1% |
| 3M | -12.6% | +10.3% | -23.0% | -13.7% |
| 6M | -24.2% | +28.1% | -52.3% | -26.7% |
| YTD | -18.9% | -13.3% | -5.5% | -19.6% |
| 1Y | -13.7% | -40.7% | +27.1% | -11.6% |
| 3Y | +72.6% | +11.4% | +61.2% | +54.9% |
| All | +72.6% | +14.2% | +58.4% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling