+490.7%
ZS vs CASY
+567.2%
-76.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -13.4% | +5.0% | -18.4% | -14.2% |
| 30D | -16.6% | +8.2% | -24.8% | -17.8% |
| 3M | +10.3% | -18.2% | +28.5% | +13.8% |
| 6M | +28.1% | -18.6% | +46.7% | +31.8% |
| YTD | -13.3% | +26.8% | -40.1% | -19.4% |
| 1Y | -40.7% | +31.6% | -72.3% | -45.5% |
| 3Y | +11.4% | +156.5% | -145.2% | -11.7% |
| 5Y | -42.2% | +258.6% | -300.8% | -57.5% |
| All | +490.7% | +567.2% | -76.6% | +316.2% |
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