+398.6%
ZS vs CGNX
+26.4%
+372.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.8% |
| 7D | -3.1% | +3.2% | -6.3% | -4.2% |
| 30D | -7.2% | +6.0% | -13.2% | -9.4% |
| 3M | +30.5% | +3.5% | +26.9% | +27.0% |
| 6M | +7.0% | +26.3% | -19.3% | -4.3% |
| YTD | -26.8% | +79.2% | -106.1% | -45.3% |
| 1Y | -42.6% | +43.8% | -86.4% | -53.6% |
| 3Y | -0.3% | +52.0% | -52.3% | -26.7% |
| 5Y | -39.2% | -24.0% | -15.2% | -41.1% |
| All | +398.6% | +26.4% | +372.2% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling