+398.6%
ZS vs CHD
+110.3%
+288.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.1% | -4.5% | +1.4% | -2.1% |
| 30D | -7.2% | -6.7% | -0.5% | -5.8% |
| 3M | +30.5% | -2.7% | +33.2% | +31.2% |
| 6M | +7.0% | -4.9% | +11.9% | +7.7% |
| YTD | -26.8% | +13.3% | -40.2% | -30.2% |
| 1Y | -42.6% | +1.0% | -43.6% | -43.5% |
| 3Y | -0.3% | +1.3% | -1.6% | -4.4% |
| 5Y | -39.2% | +20.8% | -60.0% | -47.8% |
| All | +398.6% | +110.3% | +288.3% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling