+55.6%
CL vs ZS
+488.9%
-433.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.3% |
| 7D | -1.4% | -9.2% | +7.9% | -1.2% |
| 30D | -5.2% | -4.0% | -1.2% | -5.2% |
| 3M | +3.3% | +25.3% | -22.0% | +2.9% |
| 6M | -4.4% | -1.3% | -3.1% | -4.6% |
| YTD | +13.9% | -28.0% | +41.9% | +14.3% |
| 1Y | +7.6% | -42.5% | +50.1% | +8.5% |
| 3Y | +29.6% | +0.7% | +28.8% | +27.9% |
| 5Y | +28.1% | -42.3% | +70.4% | +26.8% |
| All | +55.6% | +488.9% | -433.3% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling