+216.7%
CTVA vs ZS
+122.0%
+94.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -4.5% | -3.1% | -1.4% | -4.3% |
| 30D | +11.3% | -7.2% | +18.5% | +11.7% |
| 3M | +12.3% | +30.5% | -18.2% | +9.8% |
| 6M | +7.2% | +7.0% | +0.2% | +5.2% |
| YTD | +26.0% | -26.8% | +52.9% | +27.4% |
| 1Y | +16.0% | -42.6% | +58.6% | +19.6% |
| 3Y | +73.9% | -0.3% | +74.2% | +68.5% |
| 5Y | +103.8% | -39.2% | +143.0% | +99.0% |
| All | +216.7% | +122.0% | +94.7% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling