+414.5%
ZS vs CG
+184.6%
+229.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.7% |
| 7D | -7.8% | -4.3% | -3.5% | -5.8% |
| 30D | +5.0% | -5.1% | +10.1% | +7.8% |
| 3M | +25.5% | +8.7% | +16.9% | +20.0% |
| 6M | +8.7% | -9.2% | +17.9% | +12.4% |
| YTD | -24.5% | -18.9% | -5.6% | -17.5% |
| 1Y | -36.7% | -25.6% | -11.1% | -28.6% |
| 3Y | +7.2% | +57.3% | -50.1% | -22.2% |
| 5Y | -40.9% | +10.2% | -51.1% | -49.9% |
| All | +414.5% | +184.6% | +229.9% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling