-37.1%
ZS vs CRBG
+13.0%
-50.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -5.5% | -3.6% | -6.8% |
| 7D | -17.7% | -3.0% | -14.8% | -16.5% |
| 30D | -3.9% | -2.6% | -1.3% | -2.8% |
| 3M | +26.1% | +2.7% | +23.5% | +24.2% |
| 6M | +44.2% | +22.2% | +22.0% | +29.8% |
| YTD | -9.4% | +16.5% | -25.9% | -16.4% |
| 1Y | -37.1% | +16.9% | -54.0% | -42.0% |
| All | -37.1% | +13.0% | -50.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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