+73.4%
CL vs ZS
+623.8%
-550.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +0.5% | -11.1% | +11.6% | +0.7% |
| 30D | +11.6% | -14.8% | +26.4% | +11.8% |
| 3M | +5.6% | +18.0% | -12.4% | +5.2% |
| 6M | +13.2% | +30.8% | -17.7% | +12.3% |
| YTD | +26.9% | -11.5% | +38.4% | +26.8% |
| 1Y | +27.3% | -37.8% | +65.1% | +28.2% |
| 3Y | +39.7% | +16.6% | +23.1% | +37.6% |
| 5Y | +41.3% | -43.6% | +84.9% | +41.0% |
| All | +73.4% | +623.8% | -550.4% | +47.2% |
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