+106.0%
CTAS vs ZS
-43.4%
+149.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.3% | -8.1% | +6.8% | -0.3% |
| 30D | -3.1% | -8.4% | +5.4% | -2.2% |
| 3M | +10.3% | +31.1% | -20.8% | +6.0% |
| 6M | +1.6% | +4.4% | -2.7% | -1.1% |
| YTD | +6.3% | -27.3% | +33.6% | +8.6% |
| 1Y | -0.5% | -41.4% | +40.9% | +4.6% |
| 3Y | +64.6% | +1.7% | +62.9% | +54.1% |
| 5Y | +106.0% | -39.6% | +145.6% | +96.9% |
| All | +106.0% | -43.4% | +149.4% | +96.9% |
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