+444.5%
CORZ vs ZS
-33.9%
+478.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.6% | +9.3% | +5.7% |
| 7D | +16.6% | -9.2% | +25.8% | +18.9% |
| 30D | -10.9% | -4.0% | -6.9% | -10.7% |
| 3M | -31.0% | +25.3% | -56.3% | -36.3% |
| 6M | +26.0% | -1.3% | +27.3% | +18.2% |
| YTD | +28.6% | -28.0% | +56.6% | +39.2% |
| 1Y | +34.5% | -42.5% | +77.0% | +61.1% |
| All | +444.5% | -33.9% | +478.4% | +487.5% |
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