+485.5%
ZS vs CASY
+575.0%
-89.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -5.2% | +2.5% | -7.7% | -5.6% |
| 30D | -15.5% | +10.2% | -25.7% | -17.0% |
| 3M | +9.0% | -15.7% | +24.7% | +11.8% |
| 6M | +32.2% | -18.4% | +50.6% | +35.9% |
| YTD | -14.1% | +28.3% | -42.4% | -20.3% |
| 1Y | -39.1% | +32.6% | -71.6% | -44.0% |
| 3Y | +10.4% | +159.5% | -149.1% | -12.7% |
| 5Y | -44.6% | +263.9% | -308.5% | -59.4% |
| All | +485.5% | +575.0% | -89.5% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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