+401.3%
CNQ vs ZS
+498.3%
-97.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.1% | -3.1% | +3.2% | +0.3% |
| 30D | +6.2% | -7.2% | +13.4% | +6.6% |
| 3M | +12.4% | +30.5% | -18.1% | +9.8% |
| 6M | +9.0% | +7.0% | +2.0% | +7.2% |
| YTD | +52.2% | -26.8% | +79.1% | +53.8% |
| 1Y | +65.0% | -42.6% | +107.6% | +69.8% |
| 3Y | +78.8% | -0.3% | +79.1% | +73.7% |
| 5Y | +286.0% | -39.2% | +325.2% | +274.5% |
| All | +401.3% | +498.3% | -97.0% | +262.3% |
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