-31.6%
ZS vs CHD
+30.9%
-62.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +1.1% |
| 7D | -12.3% | +6.9% | -19.2% | -9.1% |
| 30D | +11.2% | +17.1% | -5.9% | +20.0% |
| 3M | +37.5% | +9.1% | +28.4% | +43.3% |
| 6M | +57.8% | +21.4% | +36.5% | +76.3% |
| YTD | -0.2% | +34.9% | -35.1% | +15.0% |
| 1Y | -31.6% | +31.0% | -62.7% | -22.5% |
| All | -31.6% | +30.9% | -62.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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