+5.6%
CNC vs ZS
-38.5%
+44.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.5% |
| 7D | -0.9% | -3.1% | +2.2% | -0.8% |
| 30D | -1.0% | -7.2% | +6.2% | -0.7% |
| 3M | +4.5% | +30.5% | -25.9% | +3.2% |
| 6M | +85.2% | +7.0% | +78.2% | +83.2% |
| YTD | +61.4% | -26.8% | +88.3% | +62.2% |
| 1Y | +94.9% | -42.6% | +137.5% | +97.8% |
| 3Y | 0.0% | -0.3% | +0.3% | -2.9% |
| All | +5.6% | -38.5% | +44.1% | +5.5% |
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 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