-50.5%
CPNG vs ZS
-38.5%
-11.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.4% | +2.9% |
| 7D | -1.1% | -3.1% | +2.0% | -0.2% |
| 30D | -7.4% | -7.2% | -0.1% | -5.8% |
| 3M | -12.3% | +30.5% | -42.8% | -20.5% |
| 6M | -19.4% | +7.0% | -26.4% | -26.5% |
| YTD | -35.9% | -26.8% | -9.1% | -33.3% |
| 1Y | -53.4% | -42.6% | -10.8% | -47.3% |
| 3Y | -20.0% | -0.3% | -19.7% | -32.9% |
| All | -50.5% | -38.5% | -11.9% | -55.6% |
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