+414.5%
ZS vs CASY
+621.6%
-207.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -7.8% | +0.1% | -7.9% | -7.9% |
| 30D | +5.0% | -11.3% | +16.4% | +7.2% |
| 3M | +25.5% | -0.6% | +26.2% | +24.5% |
| 6M | +8.7% | +10.7% | -2.0% | +5.2% |
| YTD | -24.5% | +37.1% | -61.6% | -30.5% |
| 1Y | -36.7% | +52.3% | -89.0% | -43.3% |
| 3Y | +7.2% | +215.2% | -208.0% | -18.1% |
| 5Y | -40.9% | +276.5% | -317.4% | -56.8% |
| All | +414.5% | +621.6% | -207.0% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling