+94.5%
CHRW vs ZS
+517.5%
-422.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.4% |
| 7D | -1.4% | -7.8% | +6.4% | -0.8% |
| 30D | -3.5% | +5.0% | -8.5% | -4.0% |
| 3M | -19.4% | +25.5% | -44.9% | -21.0% |
| 6M | -21.4% | +8.7% | -30.1% | -22.8% |
| YTD | -7.1% | -24.5% | +17.4% | -6.4% |
| 1Y | +17.8% | -36.7% | +54.5% | +20.2% |
| 3Y | +78.8% | +7.2% | +71.6% | +72.3% |
| 5Y | +83.5% | -40.9% | +124.4% | +78.6% |
| All | +94.5% | +517.5% | -422.9% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling