-40.7%
ZS vs CNH
+12.3%
-53.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.0% |
| 7D | -3.8% | +1.8% | -5.7% | -4.3% |
| 30D | -6.0% | +32.6% | -38.6% | -13.1% |
| 3M | +32.0% | +29.4% | +2.6% | +22.2% |
| 6M | +2.1% | +26.0% | -23.8% | -6.6% |
| YTD | -26.2% | +52.2% | -78.4% | -38.3% |
| 1Y | -41.2% | +23.9% | -65.0% | -46.6% |
| 3Y | +3.3% | +10.1% | -6.8% | -4.5% |
| 5Y | -40.7% | +13.2% | -53.9% | -45.1% |
| All | -40.7% | +12.3% | -53.0% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling