-10.0%
CRM vs ZS
-31.8%
+21.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -6.2% | -12.3% | +6.1% | -1.7% |
| 30D | -1.2% | +11.2% | -12.4% | -5.8% |
| 3M | +19.1% | +37.5% | -18.4% | +3.7% |
| 6M | +23.0% | +57.8% | -34.9% | -5.0% |
| YTD | -13.7% | -0.2% | -13.5% | -21.7% |
| 1Y | -10.0% | -31.6% | +21.7% | -10.5% |
| All | -10.0% | -31.8% | +21.8% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling