+403.3%
ZS vs CPAY
+96.5%
+306.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -3.8% | -2.5% | -1.4% | -2.8% |
| 30D | -6.0% | +1.3% | -7.3% | -6.5% |
| 3M | +32.0% | +13.5% | +18.5% | +25.2% |
| 6M | +2.1% | +24.7% | -22.6% | -7.3% |
| YTD | -26.2% | +34.9% | -61.1% | -36.0% |
| 1Y | -41.2% | +29.7% | -70.9% | -48.4% |
| 3Y | +3.3% | +49.4% | -46.1% | -16.6% |
| 5Y | -40.7% | +53.5% | -94.2% | -53.8% |
| All | +403.3% | +96.5% | +306.9% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling