-36.7%
ZS vs CRL
+78.8%
-115.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.2% |
| 7D | -7.8% | -1.0% | -6.8% | -7.6% |
| 30D | +5.0% | +10.7% | -5.6% | +3.1% |
| 3M | +25.5% | +55.3% | -29.7% | +15.3% |
| 6M | +8.7% | +60.7% | -52.0% | +0.2% |
| YTD | -24.5% | +44.6% | -69.1% | -27.5% |
| 1Y | -36.7% | +77.7% | -114.4% | -43.3% |
| All | -36.7% | +78.8% | -115.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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