+487.3%
ZS vs CF
+289.4%
+197.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -13.7% | +10.4% | -24.0% | -15.0% |
| 30D | -14.2% | +7.6% | -21.7% | -15.2% |
| 3M | +8.5% | +5.2% | +3.4% | +7.3% |
| 6M | +30.2% | -0.1% | +30.3% | +29.4% |
| YTD | -13.8% | +61.7% | -75.5% | -21.8% |
| 1Y | -41.5% | +50.3% | -91.8% | -46.3% |
| 3Y | +10.7% | +66.0% | -55.3% | -1.4% |
| 5Y | -43.6% | +114.5% | -158.1% | -53.3% |
| All | +487.3% | +289.4% | +197.8% | +304.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling