+60.7%
COP vs ZS
-31.8%
+92.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.2% |
| 7D | -8.1% | -12.3% | +4.1% | -8.3% |
| 30D | +6.7% | +11.2% | -4.6% | +6.9% |
| 3M | +16.9% | +37.5% | -20.6% | +17.8% |
| 6M | +11.2% | +57.8% | -46.7% | +13.1% |
| YTD | +49.5% | -0.2% | +49.7% | +46.4% |
| 1Y | +60.7% | -31.6% | +92.3% | +60.4% |
| All | +60.7% | -31.8% | +92.5% | +60.4% |
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 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