+509.1%
CIEN vs ZS
-40.8%
+549.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.5% |
| 7D | -4.6% | -3.8% | -0.7% | -4.0% |
| 30D | -12.8% | -6.0% | -6.8% | -12.0% |
| 3M | -23.1% | +32.0% | -55.1% | -28.2% |
| 6M | +6.1% | +2.1% | +4.0% | +0.9% |
| YTD | +44.5% | -26.2% | +70.7% | +49.0% |
| 1Y | +176.6% | -41.2% | +217.8% | +203.9% |
| 3Y | +601.0% | +3.3% | +597.6% | +542.5% |
| 5Y | +509.1% | -40.7% | +549.8% | +473.2% |
| All | +509.1% | -40.8% | +549.9% | +473.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling