+346.8%
COR vs ZS
+517.5%
-170.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.7% |
| 7D | +2.8% | -7.8% | +10.6% | +3.0% |
| 30D | +4.5% | +5.0% | -0.5% | +4.3% |
| 3M | +22.7% | +25.5% | -2.9% | +21.6% |
| 6M | -9.7% | +8.7% | -18.4% | -10.4% |
| YTD | -1.4% | -24.5% | +23.1% | -1.0% |
| 1Y | +13.9% | -36.7% | +50.6% | +15.1% |
| 3Y | +94.0% | +7.2% | +86.7% | +90.5% |
| 5Y | +184.0% | -40.9% | +224.9% | +182.6% |
| All | +346.8% | +517.5% | -170.6% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling