-13.0%
CIFR vs ZS
-43.5%
+30.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.6% | +9.5% | +9.1% |
| 7D | +9.4% | -13.7% | +23.0% | +17.1% |
| 30D | -45.3% | -14.2% | -31.1% | -41.3% |
| 3M | -58.7% | +8.5% | -67.2% | -61.6% |
| 6M | -64.9% | +30.2% | -95.1% | -73.8% |
| YTD | -51.8% | -13.8% | -38.0% | -55.6% |
| 1Y | -61.9% | -41.5% | -20.4% | -55.0% |
| 3Y | +138.6% | +10.7% | +127.9% | +84.3% |
| 5Y | -13.0% | -43.6% | +30.6% | -17.6% |
| All | -13.0% | -43.5% | +30.6% | -17.6% |
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