+42.4%
ZS vs CP
+9.7%
+32.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.4% |
| 7D | -16.9% | +2.8% | -19.7% | -16.1% |
| 30D | -7.4% | +10.2% | -17.7% | -4.8% |
| 3M | +21.6% | +2.4% | +19.2% | +24.2% |
| 6M | +42.4% | +7.7% | +34.7% | +68.7% |
| All | +42.4% | +9.7% | +32.7% | +68.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling