-37.6%
ZS vs CFG
+28.3%
-66.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.6% | +3.2% | -5.8% | -3.0% |
| 30D | -12.8% | +5.1% | -18.0% | -13.1% |
| 3M | +2.3% | -11.2% | +13.5% | +3.8% |
| 6M | +26.3% | +9.6% | +16.7% | +25.2% |
| YTD | -14.4% | +15.0% | -29.4% | -17.1% |
| 1Y | -37.6% | +29.9% | -67.5% | -44.0% |
| All | -37.6% | +28.3% | -66.0% | -44.0% |
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