-36.7%
ZS vs CG
-24.3%
-12.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.9% |
| 7D | -7.8% | -4.3% | -3.5% | -6.4% |
| 30D | +5.0% | -5.1% | +10.1% | +6.9% |
| 3M | +25.5% | +8.7% | +16.9% | +22.7% |
| 6M | +8.7% | -9.2% | +17.9% | +11.3% |
| YTD | -24.5% | -18.9% | -5.6% | -21.0% |
| 1Y | -36.7% | -25.6% | -11.1% | -31.4% |
| All | -36.7% | -24.3% | -12.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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