+40.7%
CL vs ZS
+9.6%
+31.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +3.2% | -2.6% | +5.8% | +3.1% |
| 30D | +8.0% | -12.8% | +20.9% | +7.5% |
| 3M | +7.9% | +2.3% | +5.6% | +7.9% |
| 6M | +14.7% | +26.3% | -11.5% | +16.1% |
| YTD | +29.2% | -14.4% | +43.6% | +29.3% |
| 1Y | +29.5% | -37.6% | +67.2% | +28.9% |
| 3Y | +40.7% | +8.0% | +32.6% | +33.9% |
| All | +40.7% | +9.6% | +31.1% | +33.9% |
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