+114.0%
CSCO vs ZS
-42.6%
+156.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.5% |
| 7D | -0.5% | -9.2% | +8.7% | +0.5% |
| 30D | -10.1% | -4.0% | -6.1% | -9.9% |
| 3M | -11.7% | +25.3% | -37.0% | -14.3% |
| 6M | +40.1% | -1.3% | +41.4% | +37.5% |
| YTD | +43.8% | -28.0% | +71.8% | +46.5% |
| 1Y | +66.6% | -42.5% | +109.1% | +74.4% |
| 3Y | +108.5% | +0.7% | +107.8% | +99.5% |
| 5Y | +114.0% | -42.3% | +156.3% | +98.6% |
| All | +114.0% | -42.6% | +156.6% | +98.6% |
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