+20.9%
ZS vs CFG
+168.6%
-147.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.7% |
| 7D | -16.9% | -0.9% | -16.0% | -16.6% |
| 30D | -7.4% | +1.1% | -8.5% | -7.7% |
| 3M | +21.6% | -12.0% | +33.6% | +26.8% |
| 6M | +42.4% | -2.2% | +44.6% | +42.7% |
| YTD | -12.1% | +11.4% | -23.5% | -16.6% |
| 1Y | -37.8% | +27.8% | -65.7% | -44.2% |
| 3Y | +20.9% | +173.3% | -152.4% | -16.7% |
| All | +20.9% | +168.6% | -147.7% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling