-36.7%
ZS vs CPB
-32.6%
-4.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -4.2% |
| 7D | -7.8% | -8.6% | +0.8% | -7.3% |
| 30D | +5.0% | -7.2% | +12.3% | +5.5% |
| 3M | +25.5% | +0.9% | +24.6% | +25.8% |
| 6M | +8.7% | -11.8% | +20.5% | +9.1% |
| YTD | -24.5% | -19.4% | -5.1% | -23.9% |
| 1Y | -36.7% | -30.4% | -6.3% | -35.4% |
| All | -36.7% | -32.6% | -4.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling