+116.0%
CTAS vs ZS
-45.5%
+161.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +2.0% | -2.6% | +4.6% | +2.3% |
| 30D | +8.7% | -12.8% | +21.5% | +10.2% |
| 3M | +13.3% | +2.3% | +11.0% | +12.1% |
| 6M | +39.4% | +26.3% | +13.1% | +32.2% |
| YTD | +21.5% | -14.4% | +35.9% | +20.8% |
| 1Y | +21.9% | -37.6% | +59.5% | +27.0% |
| 3Y | +73.6% | +8.0% | +65.6% | +61.3% |
| All | +116.0% | -45.5% | +161.5% | +110.5% |
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 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