+142.5%
COF vs ZS
+498.3%
-355.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.5% |
| 7D | -5.1% | -3.1% | -2.0% | -4.8% |
| 30D | -6.0% | -7.2% | +1.2% | -5.3% |
| 3M | +14.8% | +30.5% | -15.6% | +10.5% |
| 6M | +15.3% | +7.0% | +8.4% | +11.8% |
| YTD | -13.0% | -26.8% | +13.8% | -11.4% |
| 1Y | -5.7% | -42.6% | +36.9% | -1.1% |
| 3Y | +118.1% | -0.3% | +118.4% | +110.5% |
| 5Y | +46.2% | -39.2% | +85.4% | +40.1% |
| All | +142.5% | +498.3% | -355.8% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling