-43.6%
ZS vs CASY
+250.1%
-293.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -16.9% | +1.1% | -18.0% | -17.1% |
| 30D | -7.4% | +8.7% | -16.1% | -9.2% |
| 3M | +21.6% | -17.3% | +38.9% | +26.1% |
| 6M | +42.4% | -19.7% | +62.1% | +48.3% |
| YTD | -12.1% | +24.8% | -36.9% | -21.2% |
| 1Y | -37.8% | +31.9% | -69.7% | -45.5% |
| 3Y | +20.9% | +155.4% | -134.5% | -18.0% |
| All | -43.6% | +250.1% | -293.7% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling