-17.8%
CPRT vs ZS
-44.3%
+26.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.5% | -5.2% | +3.8% | -0.5% |
| 30D | +21.4% | -15.5% | +36.8% | +24.6% |
| 3M | +10.4% | +9.0% | +1.4% | +7.1% |
| 6M | -4.3% | +32.2% | -36.5% | -12.8% |
| YTD | -18.3% | -14.1% | -4.2% | -19.3% |
| 1Y | -22.5% | -39.1% | +16.6% | -17.6% |
| 3Y | -34.3% | +10.4% | -44.7% | -41.4% |
| 5Y | -17.8% | -44.6% | +26.9% | -21.7% |
| All | -17.8% | -44.3% | +26.5% | -21.7% |
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 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