+403.8%
CTAS vs ZS
+517.5%
-113.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.2% |
| 7D | -1.8% | -7.8% | +6.0% | -1.0% |
| 30D | -0.2% | +5.0% | -5.2% | -1.0% |
| 3M | +11.7% | +25.5% | -13.8% | +8.5% |
| 6M | +0.7% | +8.7% | -8.0% | -2.0% |
| YTD | +7.4% | -24.5% | +31.9% | +8.7% |
| 1Y | -2.1% | -36.7% | +34.6% | +0.8% |
| 3Y | +62.9% | +7.2% | +55.7% | +54.5% |
| 5Y | +111.9% | -40.9% | +152.8% | +105.4% |
| All | +403.8% | +517.5% | -113.7% | +270.6% |
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 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