+0.6%
ZS vs CAG
-37.6%
+38.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.5% |
| 7D | -3.8% | -6.6% | +2.8% | -4.5% |
| 30D | -6.0% | +2.3% | -8.3% | -5.8% |
| 3M | +32.0% | +16.3% | +15.7% | +34.4% |
| 6M | +2.1% | -16.0% | +18.2% | -0.3% |
| YTD | -26.2% | -7.7% | -18.5% | -26.7% |
| 1Y | -41.2% | -16.0% | -25.1% | -42.1% |
| All | +0.6% | -37.6% | +38.2% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling