+105.2%
CTVA vs ZS
-43.4%
+148.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -4.7% | -8.1% | +3.4% | -4.3% |
| 30D | +11.1% | -8.4% | +19.5% | +11.4% |
| 3M | +13.7% | +31.1% | -17.4% | +11.9% |
| 6M | +11.2% | +4.4% | +6.8% | +9.9% |
| YTD | +26.9% | -27.3% | +54.2% | +28.3% |
| 1Y | +18.8% | -41.4% | +60.2% | +21.8% |
| 3Y | +75.9% | +1.7% | +74.3% | +71.9% |
| 5Y | +105.2% | -39.6% | +144.8% | +101.3% |
| All | +105.2% | -43.4% | +148.7% | +101.3% |
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 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