+125.0%
CME vs ZS
+494.5%
-369.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.2% |
| 7D | -2.4% | -8.1% | +5.7% | -2.0% |
| 30D | +6.2% | -8.4% | +14.6% | +6.5% |
| 3M | +4.4% | +31.1% | -26.7% | +3.1% |
| 6M | -9.6% | +4.4% | -14.0% | -10.4% |
| YTD | +3.8% | -27.3% | +31.1% | +4.4% |
| 1Y | +9.5% | -41.4% | +50.9% | +11.1% |
| 3Y | +51.9% | +1.7% | +50.2% | +48.3% |
| 5Y | +78.7% | -39.6% | +118.3% | +75.2% |
| All | +125.0% | +494.5% | -369.5% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling