+26.4%
CL vs ZS
-38.5%
+64.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.2% |
| 7D | -2.2% | -3.1% | +0.9% | -2.3% |
| 30D | -6.0% | -7.2% | +1.2% | -6.0% |
| 3M | -2.3% | +30.5% | -32.8% | -1.9% |
| 6M | -2.0% | +7.0% | -9.0% | -1.7% |
| YTD | +11.8% | -26.8% | +38.7% | +11.9% |
| 1Y | +5.8% | -42.6% | +48.4% | +5.8% |
| 3Y | +25.9% | -0.3% | +26.2% | +25.6% |
| All | +26.4% | -38.5% | +64.9% | +19.9% |
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 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