+164.3%
CPRT vs ZS
+517.5%
-353.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.2% |
| 7D | +2.2% | -7.8% | +10.0% | +3.6% |
| 30D | +16.6% | +5.0% | +11.6% | +15.3% |
| 3M | +9.6% | +25.5% | -15.9% | +4.7% |
| 6M | -11.1% | +8.7% | -19.8% | -14.8% |
| YTD | -13.9% | -24.5% | +10.6% | -12.3% |
| 1Y | -32.5% | -36.7% | +4.2% | -29.4% |
| 3Y | -25.0% | +7.2% | -32.2% | -30.7% |
| 5Y | -7.4% | -40.9% | +33.5% | -10.7% |
| All | +164.3% | +517.5% | -353.2% | +77.1% |
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