-47.0%
ZS vs CAI
-8.1%
-38.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.5% |
| 7D | -9.2% | +0.2% | -9.4% | -9.2% |
| 30D | -4.0% | +9.1% | -13.1% | -5.1% |
| 3M | +25.3% | +53.8% | -28.5% | +18.9% |
| 6M | -1.3% | +33.5% | -34.8% | -5.6% |
| YTD | -28.0% | -8.0% | -20.0% | -29.1% |
| 1Y | -42.5% | -28.7% | -13.8% | -43.5% |
| All | -47.0% | -8.1% | -38.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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