+0.7%
ZS vs CAPR
+42.0%
-41.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -4.6% |
| 7D | -9.2% | -9.5% | +0.3% | -9.2% |
| 30D | -4.0% | +121.5% | -125.5% | -4.1% |
| 3M | +25.3% | -65.4% | +90.7% | +25.5% |
| 6M | -1.3% | -67.5% | +66.2% | -1.1% |
| YTD | -28.0% | -68.6% | +40.6% | -27.9% |
| 1Y | -42.5% | +42.7% | -85.2% | -43.1% |
| 3Y | +0.7% | +43.4% | -42.6% | -0.1% |
| All | +0.7% | +42.0% | -41.3% | -0.1% |
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