-36.7%
ZS vs CF
+62.4%
-99.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -4.6% |
| 7D | -7.8% | +6.0% | -13.8% | -7.7% |
| 30D | +5.0% | +14.8% | -9.8% | +5.5% |
| 3M | +25.5% | +14.1% | +11.5% | +25.9% |
| 6M | +8.7% | +28.5% | -19.8% | +9.6% |
| YTD | -24.5% | +74.9% | -99.5% | -19.6% |
| 1Y | -36.7% | +61.7% | -98.4% | -32.0% |
| All | -36.7% | +62.4% | -99.1% | -32.0% |
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