+403.3%
ZS vs CAPR
-53.5%
+456.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +2.6% |
| 7D | -3.8% | -12.6% | +8.8% | -3.6% |
| 30D | -6.0% | +124.4% | -130.4% | -7.6% |
| 3M | +32.0% | -66.8% | +98.8% | +32.9% |
| 6M | +2.1% | -71.8% | +73.9% | +3.1% |
| YTD | -26.2% | -70.1% | +43.9% | -25.6% |
| 1Y | -41.2% | +33.3% | -74.5% | -45.1% |
| 3Y | +3.3% | +36.7% | -33.4% | -8.0% |
| 5Y | -40.7% | +72.5% | -113.2% | -48.7% |
| All | +403.3% | -53.5% | +456.9% | +369.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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