+395.4%
ZS vs CAG
-42.6%
+438.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | -8.1% | -5.9% | -2.2% | -7.6% |
| 30D | -8.4% | -1.5% | -6.9% | -8.4% |
| 3M | +31.1% | +11.5% | +19.6% | +29.7% |
| 6M | +4.4% | -15.7% | +20.1% | +5.8% |
| YTD | -27.3% | -10.2% | -17.1% | -27.0% |
| 1Y | -41.4% | -18.1% | -23.3% | -40.6% |
| 3Y | +1.7% | -39.4% | +41.1% | +5.5% |
| 5Y | -39.6% | -42.6% | +3.0% | -37.9% |
| All | +395.4% | -42.6% | +438.0% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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