+390.7%
ZS vs CP
+177.5%
+213.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | -9.2% | +2.4% | -11.6% | -10.1% |
| 30D | -4.0% | -0.5% | -3.5% | -3.8% |
| 3M | +25.3% | +1.4% | +23.9% | +24.5% |
| 6M | -1.3% | +10.3% | -11.6% | -6.6% |
| YTD | -28.0% | +24.3% | -52.3% | -35.9% |
| 1Y | -42.5% | +20.4% | -62.9% | -48.2% |
| 3Y | +0.7% | +21.8% | -21.1% | -11.3% |
| 5Y | -42.3% | +31.5% | -73.8% | -50.9% |
| All | +390.7% | +177.5% | +213.2% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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