-0.3%
ZS vs CPAY
+49.1%
-49.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -3.1% | -2.0% | -1.1% | -2.4% |
| 30D | -7.2% | -0.4% | -6.9% | -7.1% |
| 3M | +30.5% | +16.4% | +14.1% | +23.2% |
| 6M | +7.0% | +23.5% | -16.5% | -1.4% |
| YTD | -26.8% | +35.7% | -62.5% | -35.6% |
| 1Y | -42.6% | +30.2% | -72.8% | -48.7% |
| 3Y | -0.3% | +49.7% | -50.0% | -16.6% |
| All | -0.3% | +49.1% | -49.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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