+395.4%
ZS vs CRL
+143.8%
+251.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | -8.1% | -6.9% | -1.1% | -5.0% |
| 30D | -8.4% | -3.2% | -5.2% | -7.2% |
| 3M | +31.1% | +46.5% | -15.5% | +9.2% |
| 6M | +4.4% | +63.1% | -58.7% | -19.6% |
| YTD | -27.3% | +36.9% | -64.2% | -39.4% |
| 1Y | -41.4% | +78.1% | -119.5% | -57.4% |
| 3Y | +1.7% | +36.7% | -35.0% | -24.8% |
| 5Y | -39.6% | -38.1% | -1.5% | -29.9% |
| All | +395.4% | +143.8% | +251.6% | +150.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling