-1.0%
ZS vs CBOE
+93.5%
-94.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -8.1% | -3.7% | -4.4% | -8.2% |
| 30D | -8.4% | +2.0% | -10.4% | -8.3% |
| 3M | +31.1% | -4.2% | +35.3% | +31.1% |
| 6M | +4.4% | +1.2% | +3.2% | +5.3% |
| YTD | -27.3% | +15.4% | -42.7% | -25.4% |
| 1Y | -41.4% | +23.5% | -64.9% | -39.2% |
| All | -1.0% | +93.5% | -94.4% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling