+2,045.9%
CLS vs ZS
+604.7%
+1,441.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.6% |
| 7D | +2.8% | -13.7% | +16.4% | +5.6% |
| 30D | -30.1% | -14.2% | -15.9% | -28.2% |
| 3M | -21.7% | +8.5% | -30.3% | -23.4% |
| 6M | -36.2% | +30.2% | -66.4% | -40.7% |
| YTD | -17.8% | -13.8% | -4.0% | -18.6% |
| 1Y | -26.8% | -41.5% | +14.7% | -21.7% |
| 3Y | +853.4% | +10.7% | +842.7% | +807.8% |
| 5Y | +2,005.0% | -43.6% | +2,048.6% | +1,930.3% |
| All | +2,045.9% | +604.7% | +1,441.2% | +1,598.3% |
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