-36.7%
ZS vs CRS
+102.1%
-138.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.6% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +5.0% | -16.6% | +21.7% | +5.3% |
| 3M | +25.5% | -3.5% | +29.0% | +25.7% |
| 6M | +8.7% | +15.4% | -6.7% | +8.7% |
| YTD | -24.5% | +51.2% | -75.7% | -27.2% |
| 1Y | -36.7% | +98.3% | -135.0% | -42.1% |
| All | -36.7% | +102.1% | -138.8% | -42.1% |
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