-31.6%
ZS vs CRS
-3.8%
-27.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.4% |
| 7D | -12.3% | +4.3% | -16.6% | -11.8% |
| 30D | +11.2% | -25.5% | +36.7% | +9.0% |
| 3M | +37.5% | -48.7% | +86.2% | +32.3% |
| 6M | +57.8% | -31.6% | +89.5% | +56.5% |
| YTD | -0.2% | -7.0% | +6.8% | -2.4% |
| 1Y | -31.6% | -4.5% | -27.1% | -34.0% |
| All | -31.6% | -3.8% | -27.8% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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