-58.9%
CHTR vs ZS
+494.5%
-553.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.2% |
| 7D | -7.1% | -8.1% | +0.9% | -6.2% |
| 30D | -10.9% | -8.4% | -2.4% | -10.1% |
| 3M | +2.0% | +31.1% | -29.1% | -1.7% |
| 6M | -35.9% | +4.4% | -40.3% | -37.7% |
| YTD | -32.7% | -27.3% | -5.3% | -31.6% |
| 1Y | -46.6% | -41.4% | -5.2% | -44.3% |
| 3Y | -66.7% | +1.7% | -68.4% | -68.4% |
| 5Y | -82.1% | -39.6% | -42.5% | -82.8% |
| All | -58.9% | +494.5% | -553.4% | -71.1% |
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