-40.0%
ZS vs CP
+32.0%
-72.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -7.8% | -2.7% | -5.2% | -6.8% |
| 30D | +5.0% | +0.2% | +4.9% | +5.0% |
| 3M | +25.5% | +2.6% | +23.0% | +24.1% |
| 6M | +8.7% | +6.0% | +2.7% | +4.5% |
| YTD | -24.5% | +24.9% | -49.4% | -33.8% |
| 1Y | -36.7% | +20.1% | -56.8% | -43.4% |
| 3Y | +7.2% | +16.4% | -9.2% | -5.1% |
| All | -40.0% | +32.0% | -72.0% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling