+120.5%
COP vs ZS
-44.0%
+164.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | -6.1% | -13.4% | +7.3% | -5.5% |
| 30D | +1.1% | -16.6% | +17.7% | +1.9% |
| 3M | +10.9% | +10.3% | +0.6% | +10.1% |
| 6M | +20.8% | +28.1% | -7.4% | +18.1% |
| YTD | +48.0% | -13.3% | +61.4% | +47.9% |
| 1Y | +58.5% | -40.7% | +99.3% | +62.5% |
| 3Y | +28.1% | +11.4% | +16.8% | +24.1% |
| 5Y | +120.5% | -42.2% | +162.6% | +107.3% |
| All | +120.5% | -44.0% | +164.5% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling