+483.2%
ZS vs CAG
-41.8%
+525.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -2.6% | -3.3% | +0.7% | -2.4% |
| 30D | -12.8% | +7.7% | -20.5% | -13.5% |
| 3M | +2.3% | -3.2% | +5.5% | +2.4% |
| 6M | +26.3% | +7.0% | +19.3% | +25.2% |
| YTD | -14.4% | -9.0% | -5.4% | -14.2% |
| 1Y | -37.6% | -9.6% | -28.0% | -37.5% |
| 3Y | +8.0% | -36.0% | +44.0% | +11.2% |
| 5Y | -44.9% | -40.9% | -4.0% | -43.6% |
| All | +483.2% | -41.8% | +525.0% | +448.5% |
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