+468.5%
CTAS vs ZS
+599.9%
-131.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.7% | -2.6% | +4.4% | +2.0% |
| 30D | +8.4% | -12.8% | +21.3% | +9.8% |
| 3M | +13.0% | +2.3% | +10.7% | +11.9% |
| 6M | +39.1% | +26.3% | +12.8% | +32.9% |
| YTD | +21.2% | -14.4% | +35.6% | +20.3% |
| 1Y | +21.6% | -37.6% | +59.2% | +25.2% |
| 3Y | +73.2% | +8.0% | +65.2% | +63.6% |
| 5Y | +115.7% | -44.9% | +160.6% | +108.9% |
| All | +468.5% | +599.9% | -131.3% | +310.2% |
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