-38.6%
ZS vs CAG
-43.1%
+4.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -3.1% | -5.7% | +2.6% | -3.7% |
| 30D | -7.2% | -2.4% | -4.8% | -7.4% |
| 3M | +30.5% | +9.8% | +20.7% | +32.0% |
| 6M | +7.0% | -10.8% | +17.8% | +5.6% |
| YTD | -26.8% | -10.8% | -16.0% | -27.6% |
| 1Y | -42.6% | -19.0% | -23.6% | -43.7% |
| 3Y | -0.3% | -39.7% | +39.4% | -5.6% |
| All | -38.6% | -43.1% | +4.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling