+483.2%
ZS vs CP
+187.3%
+295.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.6% | +2.1% | -4.8% | -3.5% |
| 30D | -12.8% | +9.3% | -22.2% | -16.0% |
| 3M | +2.3% | +0.5% | +1.8% | +1.9% |
| 6M | +26.3% | +10.4% | +15.9% | +20.1% |
| YTD | -14.4% | +28.7% | -43.1% | -25.1% |
| 1Y | -37.6% | +33.2% | -70.8% | -46.3% |
| 3Y | +8.0% | +38.4% | -30.4% | -10.3% |
| 5Y | -44.9% | +26.2% | -71.1% | -52.4% |
| All | +483.2% | +187.3% | +295.9% | +202.3% |
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