+1,080.1%
CIEN vs ZS
+517.5%
+562.7%
-49.5%
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% | +2.0% |
| 7D | -15.2% | -7.8% | -7.3% | -13.9% |
| 30D | -21.5% | +5.0% | -26.5% | -22.5% |
| 3M | -40.1% | +25.5% | -65.6% | -43.1% |
| 6M | -6.6% | +8.7% | -15.3% | -11.9% |
| YTD | +37.3% | -24.5% | +61.8% | +39.4% |
| 1Y | +174.5% | -36.7% | +211.2% | +189.7% |
| 3Y | +562.3% | +7.2% | +555.1% | +512.2% |
| 5Y | +463.9% | -40.9% | +504.9% | +446.4% |
| All | +1,080.1% | +517.5% | +562.7% | +670.0% |
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