+3,542.1%
CLS vs ZS
-42.6%
+3,584.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.6% | +10.3% | +6.9% |
| 7D | +12.8% | -9.2% | +22.0% | +15.7% |
| 30D | +3.8% | -4.0% | +7.8% | +4.5% |
| 3M | -14.6% | +25.3% | -39.9% | -20.4% |
| 6M | +32.2% | -1.3% | +33.5% | +26.5% |
| YTD | +11.6% | -28.0% | +39.6% | +16.9% |
| 1Y | +35.1% | -42.5% | +77.5% | +52.2% |
| 3Y | +1,312.5% | +0.7% | +1,311.8% | +1,243.9% |
| 5Y | +3,542.1% | -42.3% | +3,584.4% | +3,237.2% |
| All | +3,542.1% | -42.6% | +3,584.7% | +3,237.2% |
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 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