-36.7%
ZS vs CFG
+40.4%
-77.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -7.8% | +1.5% | -9.4% | -8.0% |
| 30D | +5.0% | -3.8% | +8.9% | +5.5% |
| 3M | +25.5% | +11.5% | +14.1% | +23.8% |
| 6M | +8.7% | +19.2% | -10.5% | +4.8% |
| YTD | -24.5% | +23.7% | -48.2% | -26.5% |
| 1Y | -36.7% | +38.8% | -75.5% | -39.7% |
| All | -36.7% | +40.4% | -77.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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