+403.3%
ZS vs CBOE
+173.4%
+229.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -3.8% | -0.8% | -3.1% | -3.7% |
| 30D | -6.0% | +2.7% | -8.7% | -6.6% |
| 3M | +32.0% | +0.7% | +31.3% | +31.2% |
| 6M | +2.1% | -2.0% | +4.1% | +1.8% |
| YTD | -26.2% | +17.1% | -43.3% | -29.5% |
| 1Y | -41.2% | +26.5% | -67.7% | -44.8% |
| 3Y | +3.3% | +96.1% | -92.8% | -15.9% |
| 5Y | -40.7% | +149.3% | -190.0% | -55.6% |
| All | +403.3% | +173.4% | +229.9% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling