-0.8%
CRM vs ZS
-38.5%
+37.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -3.1% | -1.3% | -3.3% |
| 30D | +28.1% | -7.2% | +35.3% | +32.1% |
| 3M | +48.8% | +30.5% | +18.4% | +34.6% |
| 6M | +28.3% | +7.0% | +21.3% | +20.2% |
| YTD | -6.0% | -26.8% | +20.8% | +1.1% |
| 1Y | +1.4% | -42.6% | +44.0% | +18.6% |
| 3Y | +11.8% | -0.3% | +12.2% | +2.3% |
| All | -0.8% | -38.5% | +37.7% | +2.8% |
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