+17.2%
CME vs ZS
-41.8%
+59.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.7% | -5.2% | +7.9% | +2.7% |
| 30D | +13.5% | -15.5% | +29.0% | +13.6% |
| 3M | +20.9% | +9.0% | +11.9% | +20.7% |
| 6M | +11.5% | +32.2% | -20.7% | +11.7% |
| YTD | +19.5% | -14.1% | +33.6% | +16.0% |
| 1Y | +17.2% | -39.1% | +56.3% | +10.1% |
| All | +17.2% | -41.8% | +59.0% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling