-31.6%
ZS vs CPB
-18.4%
-13.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -0.6% |
| 7D | -12.3% | +13.0% | -25.2% | -13.0% |
| 30D | +11.2% | +20.5% | -9.3% | +9.4% |
| 3M | +37.5% | +2.2% | +35.3% | +37.2% |
| 6M | +57.8% | +15.4% | +42.5% | +57.9% |
| YTD | -0.2% | -12.3% | +12.1% | +0.3% |
| 1Y | -31.6% | -18.0% | -13.7% | -31.1% |
| All | -31.6% | -18.4% | -13.2% | -31.1% |
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