+490.7%
ZS vs CP
+186.2%
+304.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -13.4% | +2.8% | -16.2% | -14.4% |
| 30D | -16.6% | +11.0% | -27.7% | -20.2% |
| 3M | +10.3% | +3.8% | +6.5% | +8.5% |
| 6M | +28.1% | +9.5% | +18.6% | +22.3% |
| YTD | -13.3% | +28.2% | -41.5% | -24.0% |
| 1Y | -40.7% | +33.0% | -73.7% | -49.0% |
| 3Y | +11.4% | +35.5% | -24.2% | -6.6% |
| 5Y | -42.2% | +25.8% | -68.0% | -50.0% |
| All | +490.7% | +186.2% | +304.5% | +206.6% |
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