-43.6%
ZS vs COO
-40.8%
-2.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.4% |
| 7D | -11.1% | +4.3% | -15.3% | -12.6% |
| 30D | -14.8% | +17.6% | -32.4% | -20.8% |
| 3M | +18.0% | -13.9% | +31.9% | +24.9% |
| 6M | +30.8% | +6.6% | +24.3% | +24.7% |
| YTD | -11.5% | -22.0% | +10.5% | -2.3% |
| 1Y | -37.8% | -8.8% | -29.0% | -36.8% |
| 3Y | +16.6% | -21.5% | +38.1% | +14.1% |
| 5Y | -43.6% | -41.0% | -2.5% | -36.9% |
| All | -43.6% | -40.8% | -2.8% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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