-42.3%
ZS vs CRL
-37.4%
-4.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.6% |
| 7D | -9.2% | -0.6% | -8.7% | -9.0% |
| 30D | -4.0% | +5.0% | -9.0% | -5.9% |
| 3M | +25.3% | +50.6% | -25.3% | +5.7% |
| 6M | -1.3% | +60.9% | -62.2% | -20.7% |
| YTD | -28.0% | +40.7% | -68.7% | -38.9% |
| 1Y | -42.5% | +73.3% | -115.8% | -55.9% |
| 3Y | +0.7% | +40.6% | -39.8% | -23.5% |
| 5Y | -42.3% | -37.0% | -5.3% | -29.2% |
| All | -42.3% | -37.4% | -4.9% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling