+20.9%
ZS vs CAPR
+214.7%
-193.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.7% | -3.1% |
| 7D | -16.9% | +41.1% | -58.0% | -16.9% |
| 30D | -7.4% | +11.1% | -18.6% | -7.5% |
| 3M | +21.6% | +115.3% | -93.7% | +21.3% |
| 6M | +42.4% | -73.8% | +116.2% | +42.8% |
| YTD | -12.1% | -68.8% | +56.7% | -11.9% |
| 1Y | -37.8% | +43.3% | -81.1% | -38.7% |
| 3Y | +20.9% | +214.7% | -193.8% | +19.6% |
| All | +20.9% | +214.7% | -193.8% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling