+395.4%
ZS vs CG
+161.0%
+234.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.4% |
| 7D | -8.1% | -9.8% | +1.7% | -3.3% |
| 30D | -8.4% | -10.3% | +1.9% | -3.4% |
| 3M | +31.1% | -1.7% | +32.7% | +31.6% |
| 6M | +4.4% | -9.8% | +14.2% | +8.3% |
| YTD | -27.3% | -25.6% | -1.7% | -17.2% |
| 1Y | -41.4% | -32.5% | -8.8% | -30.6% |
| 3Y | +1.7% | +45.6% | -44.0% | -23.5% |
| 5Y | -39.6% | +3.7% | -43.3% | -47.1% |
| All | +395.4% | +161.0% | +234.4% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling