-38.6%
ZS vs CGNX
-25.4%
-13.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.9% |
| 7D | -3.1% | +3.2% | -6.3% | -4.3% |
| 30D | -7.2% | +6.0% | -13.2% | -9.6% |
| 3M | +30.5% | +3.5% | +26.9% | +26.6% |
| 6M | +7.0% | +26.3% | -19.3% | -5.5% |
| YTD | -26.8% | +79.2% | -106.1% | -47.8% |
| 1Y | -42.6% | +43.8% | -86.4% | -55.0% |
| 3Y | -0.3% | +52.0% | -52.3% | -32.1% |
| All | -38.6% | -25.4% | -13.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling