-39.6%
ZS vs CRS
+1,358.7%
-1,398.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | -8.1% | -4.1% | -3.9% | -7.0% |
| 30D | -8.4% | -16.6% | +8.1% | -4.0% |
| 3M | +31.1% | -14.3% | +45.3% | +35.7% |
| 6M | +4.4% | +11.6% | -7.2% | -0.9% |
| YTD | -27.3% | +42.6% | -69.9% | -36.5% |
| 1Y | -41.4% | +81.8% | -123.2% | -53.2% |
| 3Y | +1.7% | +632.1% | -630.4% | -50.2% |
| 5Y | -39.6% | +1,401.6% | -1,441.2% | -76.8% |
| All | -39.6% | +1,358.7% | -1,398.3% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling