+371.7%
COR vs ZS
+602.6%
-230.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.9% | -5.2% | +8.1% | +3.0% |
| 30D | +5.8% | -15.5% | +21.3% | +6.3% |
| 3M | +11.4% | +9.0% | +2.5% | +10.9% |
| 6M | +34.5% | +32.2% | +2.3% | +32.6% |
| YTD | +4.1% | -14.1% | +18.2% | +3.9% |
| 1Y | -3.1% | -39.1% | +35.9% | -2.1% |
| 3Y | +80.9% | +10.4% | +70.5% | +77.5% |
| 5Y | +195.1% | -44.6% | +239.8% | +196.2% |
| All | +371.7% | +602.6% | -230.9% | +255.7% |
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