+334.2%
COR vs ZS
+498.3%
-164.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.2% |
| 7D | -2.8% | -3.1% | +0.3% | -2.7% |
| 30D | +2.6% | -7.2% | +9.8% | +2.7% |
| 3M | +14.5% | +30.5% | -16.0% | +13.3% |
| 6M | -7.8% | +7.0% | -14.8% | -8.4% |
| YTD | -4.2% | -26.8% | +22.6% | -3.7% |
| 1Y | +7.0% | -42.6% | +49.6% | +8.4% |
| 3Y | +85.5% | -0.3% | +85.8% | +82.7% |
| 5Y | +181.2% | -39.2% | +220.4% | +178.9% |
| All | +334.2% | +498.3% | -164.2% | +229.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling