+0.7%
ZS vs CPB
-40.5%
+41.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -4.6% |
| 7D | -9.2% | -8.2% | -1.0% | -9.5% |
| 30D | -4.0% | -5.6% | +1.6% | -4.2% |
| 3M | +25.3% | +3.0% | +22.3% | +25.9% |
| 6M | -1.3% | -12.7% | +11.4% | -2.3% |
| YTD | -28.0% | -18.0% | -10.0% | -29.0% |
| 1Y | -42.5% | -31.7% | -10.8% | -44.5% |
| 3Y | +0.7% | -41.0% | +41.7% | -3.5% |
| All | +0.7% | -40.5% | +41.2% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling