+36.7%
CLS vs ZS
-41.0%
+77.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.9% |
| 7D | +20.1% | -3.8% | +23.9% | +20.5% |
| 30D | +6.0% | -6.0% | +12.0% | +6.6% |
| 3M | -10.3% | +32.0% | -42.3% | -12.3% |
| 6M | +24.5% | +2.1% | +22.4% | +26.5% |
| YTD | +12.9% | -26.2% | +39.0% | +36.3% |
| 1Y | +36.7% | -41.2% | +77.8% | +89.9% |
| All | +36.7% | -41.0% | +77.6% | +89.9% |
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 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