-5.7%
COF vs ZS
-41.7%
+36.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.5% |
| 7D | -5.1% | -3.1% | -2.0% | -4.9% |
| 30D | -6.0% | -7.2% | +1.2% | -5.5% |
| 3M | +14.8% | +30.5% | -15.6% | +12.3% |
| 6M | +15.3% | +7.0% | +8.4% | +12.4% |
| YTD | -13.0% | -26.8% | +13.8% | -12.9% |
| 1Y | -5.7% | -42.6% | +36.9% | -3.3% |
| All | -5.7% | -41.7% | +36.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling