+403.3%
ZS vs CHD
+112.6%
+290.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | -3.8% | -4.2% | +0.3% | -2.9% |
| 30D | -6.0% | -7.6% | +1.6% | -4.4% |
| 3M | +32.0% | -1.6% | +33.6% | +32.3% |
| 6M | +2.1% | -6.3% | +8.5% | +3.2% |
| YTD | -26.2% | +14.6% | -40.7% | -29.7% |
| 1Y | -41.2% | +1.6% | -42.8% | -42.2% |
| 3Y | +3.3% | +3.1% | +0.2% | -1.4% |
| 5Y | -40.7% | +21.1% | -61.8% | -49.0% |
| All | +403.3% | +112.6% | +290.7% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling