-29.6%
CLS vs ZS
-31.8%
+2.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.3% | -8.8% | -9.0% |
| 7D | -21.1% | -12.3% | -8.9% | -20.7% |
| 30D | -38.2% | +11.2% | -49.4% | -38.4% |
| 3M | -36.3% | +37.5% | -73.8% | -36.8% |
| 6M | -43.8% | +57.8% | -101.6% | -43.7% |
| YTD | -20.0% | -0.2% | -19.8% | -4.1% |
| 1Y | -29.6% | -31.6% | +2.0% | +1.2% |
| All | -29.6% | -31.8% | +2.2% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling