-42.3%
ZS vs CPB
-38.5%
-3.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -4.5% |
| 7D | -9.2% | -8.2% | -1.0% | -9.9% |
| 30D | -4.0% | -5.6% | +1.6% | -4.5% |
| 3M | +25.3% | +3.0% | +22.3% | +26.0% |
| 6M | -1.3% | -12.7% | +11.4% | -2.8% |
| YTD | -28.0% | -18.0% | -10.0% | -29.6% |
| 1Y | -42.5% | -31.7% | -10.8% | -45.3% |
| 3Y | +0.7% | -41.0% | +41.7% | -5.7% |
| 5Y | -42.3% | -38.4% | -3.9% | -41.3% |
| All | -42.3% | -38.5% | -3.8% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling