-41.2%
ZS vs CFG
+38.1%
-79.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | -3.8% | -0.6% | -3.3% | -3.7% |
| 30D | -6.0% | -4.5% | -1.4% | -5.4% |
| 3M | +32.0% | +6.3% | +25.7% | +30.8% |
| 6M | +2.1% | +20.6% | -18.5% | -2.6% |
| YTD | -26.2% | +21.2% | -47.4% | -28.2% |
| 1Y | -41.2% | +38.2% | -79.3% | -45.1% |
| All | -41.2% | +38.1% | -79.3% | -45.1% |
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