-36.7%
ZS vs CGNX
+42.4%
-79.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.7% |
| 7D | -7.8% | +3.0% | -10.8% | -8.0% |
| 30D | +5.0% | -11.8% | +16.9% | +5.9% |
| 3M | +25.5% | -3.6% | +29.1% | +25.6% |
| 6M | +8.7% | +17.4% | -8.7% | +7.5% |
| YTD | -24.5% | +73.7% | -98.3% | -29.2% |
| 1Y | -36.7% | +41.5% | -78.2% | -39.8% |
| All | -36.7% | +42.4% | -79.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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