+219.9%
CTVA vs ZS
+124.1%
+95.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | -5.8% | -3.8% | -2.0% | -5.6% |
| 30D | +11.1% | -6.0% | +17.1% | +11.4% |
| 3M | +13.2% | +32.0% | -18.8% | +10.6% |
| 6M | +8.7% | +2.1% | +6.6% | +7.1% |
| YTD | +27.3% | -26.2% | +53.4% | +28.6% |
| 1Y | +18.0% | -41.2% | +59.2% | +21.4% |
| 3Y | +76.5% | +3.3% | +73.2% | +70.5% |
| 5Y | +105.1% | -40.7% | +145.8% | +100.9% |
| All | +219.9% | +124.1% | +95.8% | +128.4% |
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