+490.7%
ZS vs CFG
+105.3%
+385.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -13.4% | +0.7% | -14.1% | -13.5% |
| 30D | -16.6% | +2.8% | -19.4% | -17.0% |
| 3M | +10.3% | -10.1% | +20.4% | +12.4% |
| 6M | +28.1% | +3.2% | +24.9% | +27.1% |
| YTD | -13.3% | +14.2% | -27.5% | -15.8% |
| 1Y | -40.7% | +27.4% | -68.1% | -43.6% |
| 3Y | +11.4% | +187.6% | -176.2% | -7.6% |
| 5Y | -42.2% | +65.7% | -107.9% | -49.3% |
| All | +490.7% | +105.3% | +385.4% | +450.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling