+22.3%
CNC vs ZS
+488.9%
-466.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +1.0% | -3.4% |
| 7D | -1.0% | -9.2% | +8.2% | -0.4% |
| 30D | -1.8% | -4.0% | +2.2% | -1.7% |
| 3M | -0.7% | +25.3% | -26.0% | -2.4% |
| 6M | +47.9% | -1.3% | +49.2% | +46.5% |
| YTD | +56.9% | -28.0% | +84.9% | +58.5% |
| 1Y | +123.9% | -42.5% | +166.4% | +129.2% |
| 3Y | -1.3% | +0.7% | -2.0% | -4.7% |
| 5Y | +2.8% | -42.3% | +45.1% | +0.6% |
| All | +22.3% | +488.9% | -466.6% | -13.4% |
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