-40.7%
ZS vs CNH
+27.3%
-68.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -3.1% |
| 7D | -13.4% | +4.5% | -17.9% | -12.5% |
| 30D | -16.6% | +7.6% | -24.2% | -14.8% |
| 3M | +10.3% | +17.0% | -6.7% | +17.7% |
| 6M | +28.1% | +12.9% | +15.2% | +38.6% |
| YTD | -13.3% | +34.3% | -47.6% | -13.8% |
| 1Y | -40.7% | +28.5% | -69.3% | -39.9% |
| All | -40.7% | +27.3% | -68.1% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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