-42.3%
ZS vs CFG
+100.9%
-143.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.2% |
| 7D | -9.2% | +2.7% | -11.9% | -10.1% |
| 30D | -4.0% | -3.7% | -0.3% | -2.7% |
| 3M | +25.3% | +9.5% | +15.8% | +20.8% |
| 6M | -1.3% | +22.2% | -23.5% | -9.5% |
| YTD | -28.0% | +22.3% | -50.3% | -34.0% |
| 1Y | -42.5% | +39.4% | -81.9% | -50.1% |
| 3Y | +0.7% | +188.5% | -187.8% | -36.0% |
| 5Y | -42.3% | +101.5% | -143.8% | -56.5% |
| All | -42.3% | +100.9% | -143.2% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling