+403.3%
ZS vs CRS
+966.2%
-562.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | -6.0% | -18.1% | +12.1% | -3.0% |
| 3M | +32.0% | -12.4% | +44.4% | +34.4% |
| 6M | +2.1% | +15.9% | -13.8% | -1.4% |
| YTD | -26.2% | +45.8% | -72.0% | -31.8% |
| 1Y | -41.2% | +87.8% | -128.9% | -48.3% |
| 3Y | +3.3% | +648.7% | -645.4% | -27.7% |
| 5Y | -40.7% | +1,416.6% | -1,457.4% | -62.2% |
| All | +403.3% | +966.2% | -562.9% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling