+100.1%
CRM vs ZS
+498.3%
-398.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -3.1% | -1.3% | -3.5% |
| 30D | +28.1% | -7.2% | +35.3% | +31.5% |
| 3M | +48.8% | +30.5% | +18.4% | +36.7% |
| 6M | +28.3% | +7.0% | +21.3% | +21.9% |
| YTD | -6.0% | -26.8% | +20.8% | +0.2% |
| 1Y | +1.4% | -42.6% | +44.0% | +16.0% |
| 3Y | +11.8% | -0.3% | +12.2% | +5.1% |
| 5Y | -2.0% | -39.2% | +37.2% | -1.3% |
| All | +100.1% | +498.3% | -398.3% | +14.3% |
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