+414.5%
ZS vs CRL
+157.6%
+257.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.8% |
| 7D | -7.8% | -1.0% | -6.8% | -7.4% |
| 30D | +5.0% | +10.7% | -5.6% | +0.3% |
| 3M | +25.5% | +55.3% | -29.7% | +1.8% |
| 6M | +8.7% | +60.7% | -52.0% | -15.6% |
| YTD | -24.5% | +44.6% | -69.1% | -38.6% |
| 1Y | -36.7% | +77.7% | -114.4% | -53.9% |
| 3Y | +7.2% | +37.6% | -30.4% | -20.3% |
| 5Y | -40.9% | -35.8% | -5.1% | -32.4% |
| All | +414.5% | +157.6% | +257.0% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling