+125.5%
CME vs ZS
+504.0%
-378.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -0.6% | -3.8% | +3.2% | -0.5% |
| 30D | +4.7% | -6.0% | +10.7% | +4.9% |
| 3M | +7.8% | +32.0% | -24.2% | +6.4% |
| 6M | -11.0% | +2.1% | -13.1% | -11.6% |
| YTD | +4.0% | -26.2% | +30.2% | +4.6% |
| 1Y | +9.1% | -41.2% | +50.3% | +10.7% |
| 3Y | +52.3% | +3.3% | +49.0% | +48.5% |
| 5Y | +76.1% | -40.7% | +116.8% | +72.8% |
| All | +125.5% | +504.0% | -378.5% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling