+355.8%
CIEN vs ZS
-45.5%
+401.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | +15.3% | -2.6% | +17.9% | +15.9% |
| 30D | -22.0% | -12.8% | -9.2% | -19.4% |
| 3M | -36.6% | +2.3% | -38.9% | -37.0% |
| 6M | -51.5% | +26.3% | -77.7% | -55.2% |
| YTD | +20.0% | -14.4% | +34.4% | +20.4% |
| 1Y | +44.5% | -37.6% | +82.1% | +58.7% |
| 3Y | +539.0% | +8.0% | +531.0% | +486.1% |
| All | +355.8% | -45.5% | +401.3% | +334.3% |
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