-36.7%
ZS vs CBOE
+29.2%
-65.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -7.8% | -3.6% | -4.2% | -7.7% |
| 30D | +5.0% | +5.1% | 0.0% | +4.9% |
| 3M | +25.5% | +4.6% | +20.9% | +25.8% |
| 6M | +8.7% | -0.3% | +9.0% | +7.4% |
| YTD | -24.5% | +19.8% | -44.3% | -25.0% |
| 1Y | -36.7% | +28.4% | -65.1% | -35.0% |
| All | -36.7% | +29.2% | -65.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling