+2,659.3%
CLS vs ZS
+517.5%
+2,141.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.6% |
| 7D | +4.6% | -7.8% | +12.4% | +6.1% |
| 30D | -13.9% | +5.0% | -18.9% | -14.8% |
| 3M | -26.6% | +25.5% | -52.1% | -29.8% |
| 6M | +15.4% | +8.7% | +6.7% | +10.4% |
| YTD | +5.7% | -24.5% | +30.2% | +7.8% |
| 1Y | +41.1% | -36.7% | +77.8% | +49.3% |
| 3Y | +1,228.6% | +7.2% | +1,221.4% | +1,184.8% |
| 5Y | +3,240.6% | -40.9% | +3,281.6% | +3,174.3% |
| All | +2,659.3% | +517.5% | +2,141.8% | +2,148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling