+0.6%
ZS vs CRL
+38.7%
-38.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.7% |
| 7D | -3.8% | -4.6% | +0.8% | -2.9% |
| 30D | -6.0% | +0.5% | -6.5% | -6.1% |
| 3M | +32.0% | +46.6% | -14.6% | +21.4% |
| 6M | +2.1% | +57.3% | -55.1% | -8.1% |
| YTD | -26.2% | +39.5% | -65.7% | -31.7% |
| 1Y | -41.2% | +76.9% | -118.0% | -48.6% |
| All | +0.6% | +38.7% | -38.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling