-44.3%
ZS vs CF
+114.1%
-158.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.6% | +4.8% | -7.4% | -3.1% |
| 30D | -12.8% | +4.7% | -17.5% | -13.4% |
| 3M | +2.3% | +7.4% | -5.1% | +1.1% |
| 6M | +26.3% | +0.6% | +25.7% | +25.7% |
| YTD | -14.4% | +64.1% | -78.5% | -22.1% |
| 1Y | -37.6% | +51.4% | -89.0% | -42.5% |
| 3Y | +8.0% | +67.8% | -59.8% | -3.6% |
| All | -44.3% | +114.1% | -158.4% | -58.6% |
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