+16.0%
CTVA vs ZS
-41.7%
+57.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -4.5% | -3.1% | -1.4% | -4.7% |
| 30D | +11.3% | -7.2% | +18.5% | +10.9% |
| 3M | +12.3% | +30.5% | -18.2% | +14.2% |
| 6M | +7.2% | +7.0% | +0.2% | +9.0% |
| YTD | +26.0% | -26.8% | +52.9% | +23.6% |
| 1Y | +16.0% | -42.6% | +58.6% | +13.7% |
| All | +16.0% | -41.7% | +57.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling