+505.7%
CIFR vs ZS
+2.4%
+503.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.6% | -11.3% | -9.5% |
| 7D | +11.3% | -3.8% | +15.2% | +12.5% |
| 30D | +3.5% | -6.0% | +9.5% | +4.5% |
| 3M | -26.6% | +32.0% | -58.6% | -35.8% |
| 6M | +18.1% | +2.1% | +16.0% | +3.3% |
| YTD | +14.5% | -26.2% | +40.7% | +24.0% |
| 1Y | +83.3% | -41.2% | +124.5% | +131.8% |
| All | +505.7% | +2.4% | +503.4% | +440.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling