+20.8%
COP vs ZS
+0.9%
+19.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.8% |
| 7D | -0.8% | -9.2% | +8.4% | -0.5% |
| 30D | +15.6% | -4.0% | +19.6% | +15.6% |
| 3M | +14.3% | +25.3% | -11.0% | +12.7% |
| 6M | +17.0% | -1.3% | +18.3% | +16.2% |
| YTD | +47.4% | -28.0% | +75.4% | +49.6% |
| 1Y | +52.4% | -42.5% | +94.9% | +57.7% |
| 3Y | +20.8% | +0.7% | +20.1% | +16.8% |
| All | +20.8% | +0.9% | +19.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling