+403.3%
ZS vs CPB
-31.2%
+434.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -3.8% | -8.0% | +4.2% | -3.5% |
| 30D | -6.0% | -2.4% | -3.6% | -5.9% |
| 3M | +32.0% | +0.5% | +31.5% | +31.9% |
| 6M | +2.1% | -10.5% | +12.6% | +2.6% |
| YTD | -26.2% | -17.5% | -8.6% | -25.6% |
| 1Y | -41.2% | -31.0% | -10.1% | -40.3% |
| 3Y | +3.3% | -40.6% | +43.9% | +4.7% |
| 5Y | -40.7% | -37.7% | -3.0% | -41.4% |
| All | +403.3% | -31.2% | +434.5% | +370.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling