+20.9%
ZS vs CP
+26.5%
-5.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.7% |
| 7D | -16.9% | +2.8% | -19.7% | -17.4% |
| 30D | -7.4% | +10.2% | -17.7% | -9.4% |
| 3M | +21.6% | +2.4% | +19.2% | +21.0% |
| 6M | +42.4% | +7.7% | +34.7% | +39.4% |
| YTD | -12.1% | +26.0% | -38.1% | -19.2% |
| 1Y | -37.8% | +34.6% | -72.5% | -44.6% |
| 3Y | +20.9% | +26.7% | -5.8% | +10.5% |
| All | +20.9% | +26.5% | -5.6% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling