-43.6%
ZS vs CF
+120.6%
-164.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.1% |
| 7D | -16.9% | -3.2% | -13.7% | -16.6% |
| 30D | -7.4% | +4.3% | -11.8% | -8.0% |
| 3M | +21.6% | +2.8% | +18.8% | +20.7% |
| 6M | +42.4% | +0.6% | +41.8% | +41.3% |
| YTD | -12.1% | +56.6% | -68.8% | -19.6% |
| 1Y | -37.8% | +49.6% | -87.4% | -42.7% |
| 3Y | +20.9% | +61.5% | -40.6% | +8.2% |
| All | -43.6% | +120.6% | -164.1% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling