+9.4%
ZS vs CG
+53.5%
-44.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.5% |
| 7D | -13.4% | +2.0% | -15.4% | -14.0% |
| 30D | -16.6% | +8.5% | -25.1% | -19.4% |
| 3M | +10.3% | -12.1% | +22.5% | +15.9% |
| 6M | +28.1% | -16.4% | +44.6% | +36.5% |
| YTD | -13.3% | -28.0% | +14.6% | -2.6% |
| 1Y | -40.7% | -18.9% | -21.8% | -36.6% |
| All | +9.4% | +53.5% | -44.1% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling