+403.3%
ZS vs CASY
+500.3%
-97.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.2% | +16.8% | +5.0% |
| 7D | -3.8% | -16.5% | +12.7% | -1.0% |
| 30D | -6.0% | -26.4% | +20.4% | -1.2% |
| 3M | +32.0% | -17.3% | +49.3% | +34.8% |
| 6M | +2.1% | -5.2% | +7.3% | +1.2% |
| YTD | -26.2% | +14.1% | -40.2% | -30.0% |
| 1Y | -41.2% | +16.6% | -57.8% | -44.6% |
| 3Y | +3.3% | +163.7% | -160.4% | -18.9% |
| 5Y | -40.7% | +231.3% | -272.0% | -55.7% |
| All | +403.3% | +500.3% | -97.0% | +261.6% |
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