-37.6%
ZS vs CAPR
+63.5%
-101.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.4% |
| 7D | -2.6% | +5.9% | -8.5% | -2.6% |
| 30D | -12.8% | +44.6% | -57.4% | -12.7% |
| 3M | +2.3% | +126.4% | -124.1% | +2.6% |
| 6M | +26.3% | -68.6% | +94.8% | +26.5% |
| YTD | -14.4% | -67.0% | +52.6% | -14.3% |
| 1Y | -37.6% | +65.2% | -102.8% | -38.5% |
| All | -37.6% | +63.5% | -101.1% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling