+145.5%
COF vs ZS
+504.0%
-358.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | -2.7% | -3.8% | +1.2% | -2.2% |
| 30D | -3.4% | -6.0% | +2.6% | -2.8% |
| 3M | +15.4% | +32.0% | -16.6% | +10.9% |
| 6M | +14.4% | +2.1% | +12.3% | +11.7% |
| YTD | -12.0% | -26.2% | +14.2% | -10.5% |
| 1Y | -3.7% | -41.2% | +37.4% | +0.6% |
| 3Y | +121.1% | +3.3% | +117.7% | +112.4% |
| 5Y | +47.8% | -40.7% | +88.5% | +41.7% |
| All | +145.5% | +504.0% | -358.5% | +85.0% |
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 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