-43.3%
ZS vs CG
-16.6%
-26.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.3% |
| 7D | -13.4% | +2.0% | -15.4% | -14.4% |
| 30D | -16.6% | +8.5% | -25.1% | -20.7% |
| 3M | +10.3% | -12.1% | +22.5% | +18.0% |
| 6M | +28.1% | -16.4% | +44.6% | +39.7% |
| YTD | -13.3% | -28.0% | +14.6% | +2.1% |
| 1Y | -40.7% | -18.9% | -21.8% | -35.3% |
| 3Y | +11.4% | +51.2% | -39.9% | -30.9% |
| All | -43.3% | -16.6% | -26.7% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling