-31.6%
ZS vs CF
+35.9%
-67.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.5% |
| 7D | -12.3% | -6.9% | -5.4% | -12.5% |
| 30D | +11.2% | -3.7% | +15.0% | +11.1% |
| 3M | +37.5% | -5.0% | +42.5% | +37.2% |
| 6M | +57.8% | -10.5% | +68.3% | +57.4% |
| YTD | -0.2% | +46.5% | -46.7% | +8.0% |
| 1Y | -31.6% | +34.8% | -66.5% | -27.2% |
| All | -31.6% | +35.9% | -67.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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